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Study Guide for the Mathematics of Statistical Learning

Peter Caya

This mini-course is designed for myself and seeks to accomplish the following by April 2016:
1. Give a strong background in the theoretical considerations of statistical modeling such as the bias-variance
trade-off, the significance of Bayes theorem, and the like.
2. Understand the areas where parametric models are appropriate, their formulation, and their strengths
and weaknesses.
3. A strong background in the mathematics underlying the regression models. This includes the linear
algebra topics, as well as convergence criteria, analysis of ill-posedness and the like.
4. Introduce me to the broader application of regression. This will cover the information for the chapters of
five, six, and seven in Elements of Statistical Learning
Tho goal is that at the end of this course, I should have the following:
1. A broad, basic theoretical background for understanding parametric statistics.
2. Some basic experience applying the models to real data.
3. Enough maturity in the topic to identify a second mini-course to continue on.
Along with the basic readings, I will use supplemental readings, as well as a set of typed notes, and flash
cards to encourage my memorization of the topics. These will emphasize the following:
1. Nearly professional level notes to review.
2. Daily flash card sessions with information pulled from the notes to facilitate rapid recall.

February 26 - March 4
2/27/16 Stepwise regression
2/28/16 Shrinkage methods and principal components regression
2/29/16 LASSO Regression
March 4 - March 11

Chapter 5

March 11 - March 18

Chapter 6

March 18 - March 25

Chapter 7

March 25 - Apri1 1

Review, curate, and publish the products of my studies.