University of California at
Berkeley
Dept. of Statistics
STAT 210B
Mathematical Statistics
Spring Semester 2015
Practical information
Lectures:
Tues/Thurs 9:3011:00, 334 Evans
Course books:

Chapters from "Highdimensional statistics: A nonasymptotic viewpoint", by M. Wainwright. (To be posted)
 David Pollard, Convergence of Stochastic Processes.
Chapter 2 on uniform laws of large numbers.
 Sara van de Geer, Empirical processes in Mestimation
Grading: Homework (25%), Midterm (25%), and Final (50%).
Midterm will be held in class on Tuesday, March 17.
Instructor:
Martin Wainwright
 Office Hours: Tues, 1112, Wed 34.
 Office hour location: 421 Evans Hall
 Email: wainwrig AT berkeley
DOT edu

Graduate student instructor:
Yumeng Zhang
Office Hours: Monday 23pm, Wednesday 12pm.
Office hour location: 446 Evans Hall
Email: zym3008 AT stat DOT berkeley DOT edu
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Course description:
Outline: This is an advanced graduate course on mathematical statistics,
following up on the introductory course STAT 210a. Topics to be covered
include tail bounds and basic aspects of concentration of measure, uniform
laws of large number, metric entropy and chaining arguments, Gaussian comparison inequalities, covariance estimation and nonasymptotic random matrix
theory, sparse highdimensional models, structured forms of principal
component analysis, nonparametric regression, and minimax lower bounds.
Required background: All students should have taken STAT 210A
or an equivalent course in basic mathematical statistics, and must have
a strong background in probability and real analysis. This course requires
some degree of mathematical maturity.
Homework:
Although it is acceptable for students to discuss the homework
assignments with one another, each student must write up his/her
homework on an individual basis. Each student must indicate with whom
(if anyone) they discussed the homework problems. Homeworks must be
turned in at the beginning of class on the due date. Late homeworks
will not be accepted. We will not accept electronic submissions.
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Announcements and Handouts
Thurs, Feb 19: This webpage is no longer being updated: please go
to the Stat 210b Piazza website. ,
Wed, Feb 4:
Chapter 4 on uniform laws is now posted. Please let me know of any typos
or errors that you find.
Tues, Feb 3: Homework #2 is now posted, due on Thurs, Feb 12 (in class).
Sat, Jan 31: For those of you with homework questions,
Martin will shift his Tuesday Feb 3 office hour this next
week to Monday Feb 2, 1011am.
Sat, Jan 31: Comment on homework: In Exercise 2.14 (medians to
means), you do not need to prove the results with sharp constants (as
given in the statement). Just prove a result with some choice of the
constants.
Tues, Jan 27: Prof. Wainwright is out of town this week, and hence
will not hold office hours. In lieu, Yumeng will hold extended office hours
this week (Wed, 13).
Thurs, Jan 22:
Chapter 2 on tail bounds is now posted. Please let me know of any typos
or errors that you find.
Thurs, Jan 22: Homework #1 is now posted, due on Tues, Feb 3 (in class).
(Note: late homeworks cannot be accepted, so please schedule your time
accordingly.)
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Supplementary reading
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