Hacker Newsnew | past | comments | ask | show | jobs | submitlogin
Theoretical Statistics – All Lectures (2018) [pdf] (stat.berkeley.edu)
27 points by Anon84 on Nov 6, 2019 | hide | past | favorite | 7 comments


On first glance, seems to be moderately advanced, somewhat unusual, at least fairly competent, maybe better than that.

Starts with a typo for expression (1); calls it (5) where it is only on page 5.

Starts with a classification problem and seems to get some interesting and likely useful mathematical (probabilistic, statistical) results for what I've seen elsewhere only with heuristics.

Does prove the Lindeberg-Feller version of the central limit theorem.

I would have guessed that there would be some material on exchangability and/or resampling but didn't see anything.

Looks at the Breiman LASSO technique in regression.

He seems to do a lot with one of my favorite authors and papers:

Talagrand, M. (1996). A new look at independence. Annals of Probability 24, 1-34.


Bro watchu mean moderately advanced? Outside of your PhD dissertation where have you seen more rigorous treatments? I'm no stats schlep, but holy shit this is no walk in the park. Also, am glad you commented, only reason why I actually took a close look at it and it is quite good!


I can't find the textbook this specific professor assigned but the assigned textbooks for this semester's section are:

Testing Statistical Hypotheses (Cl) by Lehmann

Theory Of Point Estimation by Lehmann

Theoretical Statistics by Keener


Interesting. The lecture notes don’t look like point estimation and there’s not much hypothesis testing. Course seems much more probability than statistics.


You're right, looking more closely this text seems to mirror the content of these lecture notes:

Weak Convergence and Empirical Processes by Vaart and Wellner

Additionally, this assigned book list from a past section: https://people.eecs.berkeley.edu/~jordan/courses/210B-spring...


Are there maybe also videos for this lecture?


There are many stats video courses on YouTube. I list a few here:

https://github.com/melling/MathAndScienceNotes/tree/master/s...

Harvard 110 is a good beginner course. Someone did the lecture notes too:

http://www.mxawng.com/stuff/notes/stat110.pdf

And a 10 page cheatsheet:

http://www.wzchen.com/probability-cheatsheet




Consider applying for YC's Summer 2026 batch! Applications are open till May 4

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: