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Instructor: |
Alessandro Rinaldo Email: arinaldo at cmu dot edu. Office Hour: Wednesday, 9:30-10:30am via Zoom (link available here). |
TA |
Pratik Patil Email: pnp1 at andrew dot cmu dot edu. Office Hour: Friday, noon-1:00pm via Zoom (link available here). |
Course Description and Objectives: |
This is a one-semester course covering essential topics in probability underpinning theoretical statistics. One of the main goals of this course is to provide you with adequate theoretical background and mathematical tools to access the literature on mathematical statistics. The course is comprised of three modules: (1) basic measure theoretic concepts in probability; (2) modes of stochastic convergence and their applications in statistics; (3) martingales and stochastic processes and, if time allows, (4) a selection of modern topics in high-dimenskona probability (such as concentration of measure, majorizing measure and gaussain widths). We will focus mostly on learning fundamental concets and basic proof techiques. We will only go over the proofs of selected material. |
Syllabus: |
Course work, class logistics and grading criteria are detailed in the syllabus. |
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Lectures: |
Monday and Wednesday, 8:-00-9:20am, remotely. Zoom links to the course, office hours and recorded lectures available on my webpage at this link (password protected; to request access please concact the instructor). |
Schedule: |
Lecture schedule, scribe notes and homework assignments available here. |
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References |
References and reading material available here. (The list will be regularly updated and expanded as the class progresses). |