统计与数据科学学院
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短期课程
短课题目：Lectures on Empirical Processes
主讲人：Dr. Alexander Giessing
Princeton University
时间：12月18日（周二）、19日（周三）、20日（周四）下午2:00-5:00、12月21日（周五）上午8:30-11:30
地点：统计与数据科学学院426教室
摘要：In this short course we give an introduction to empirical process theory with a focus on techniques that are relevant in modern, high-dimensional statistical problems. In the first half, we introduce the central ideas and techniques of empirical process theory, and discuss how these techniques are combined in order to establish limit theorems for statistical functionals. In the second half, we discuss selected problems from high-dimensional statistics. We tentatively cover the following material: 1) fundamental symmetrization and exponential inequalities, 2) maximal inequalities (Dudley, 1967; van der Vaart and Wellner, 2011), 3) Glivenko-Cantelli and Donsker theorems, 4) topics in high-dimensional quantile regression and/ or penalized least squares.
邀请人：邹长亮教授
欢迎广大师生参加！
统计与数据科学学院