Semiparametric and nonparametric estimation of irregular parameters: minimax rates of convergence, kernel methods, bias-variance tradeoff, concentration inequalities, empirical risk minimization, Rademacher complexity, Vapnik-Chervonenkis dimension, covering and bracketing numbers, empirical process theory (Glivenko-Cantelli results).
Prerequisites: STAT 581/BIOST 583; recommended: mathematical analysis from a course at the level of either MATH 426 or STAT 559 Offered: jointly with BIOST 584; Winter