# Advanced Statistical Methods

This course introduces the main notions, approaches, and methods of nonparametric statistics. The main topics include smoothing and regularization, model selection and parameter tuning, structural inference, efficiency and rate efficiency, local and sieve parametric approaches. The study is mainly limited to regression and density models. The topics of this course form an essential basis for working with complex data structures using modern statistical tools.

Instructor: Vladimir Spokoiny

Instructor assistants: Alexander Podkopaev, Igor Silin, Nikita Puchkin

**Location: **the course will be held at the HSE faculty of Computer Science (3 Kochnovsky Proezd building 1).

9 April – **room 317**

10 and 16 April – **room 205**

17 April – **room 509**

**Time: **15:10 – 18:00 (13:40 – 16:30 on 9 April)

All lecture materials can be found in script2018.

If you have any questions about the course, please, write to *asmcourse2018@gmail.com*.

**Final grades: asm_grades
**

**Project defense and mid-term assessment**

The PROJECT defense and MID-TERM ASSESSMENT will take place on April 23 at room 513.

We split the students with PROJECTS into 4 groups: the first should arrive at 3pm, the second – at 4 pm, the third – at 6 pm, the fourth – at 7 pm. Between 5:30pm and 6 pm we plan to have a break.

Division in groups is as follows:

3pm:

De la Fuente

Demidova

Goncharov

Kaledin

Kuzina

Nekrashevich

4pm:

Kemaev

Likhosherstov

Nikishin

Pavlovskaya

6pm:

Alanov

Dvinskikh

Tobar

Salnikov

Yakhlakov

7pm:

Kuznetsov

Shumovskaya

Shysheya

The MID-TERM ASSESSMENT will start at 3pm for everyone.

It will consist of 2 random questions from the program that you prepare from 3pm till 3:45pm. During the preparation you are allowed to use your hand-written lecture notes (no computers permitted!). After you completed the preparation, there will be a short talk with TA during which some additional questions may be asked.

The list of students who (we assume) will take the MID-TERM ASSESSMENT:

Anokhin

Babatunde

Chizhov

Gomtsyan

Goncharov

Ivanova

Novitskiy

Pavlovskaya

Samsonov

Shagadatov

Even if you have picked the PROJECT option, but decided to have the MID-TERM ASSESSMENT instead, you are allowed to do that, but please inform us by writing an e-mail.

If you are not going to take the MID-TERM ASSESSMENT, there is no need to inform us.

Students which were automatically graded with the last years grades are not expected to come:

Abramov

Burova

Demchenko

Dryomov

Esimova

Gaini

Kirov

Kulchitskiy

Melnikov

Pavlov

Provatorova

Sabirova

Tavyrikov

Zamaletdinova

Zhulikov

**Projects**

All of you have an option to complete a project. Description of projects and grading criteria are available here and here respectively. You have to implement and test one of methods discussed on lectures and seminars. If you want to take a project, please, follow the link and choose one of proposed options. For example, if you want to implement the first method (URE), use approximation of the type 2 (piecewise linear) and check the quality of the procedure with respect to the target 3 (integral), then choose the option M1+F2+T3. Project reports should be presented during the final exam.

**Homework 1 (deadline: February 20, Tuesday, 18:10)**

Complete exercises **1.2.1, 1.2.2, 1.2.3, 1.4.1, 1.4.2, 1.4.4, 1.4.6, 1.4.7** from the script.

Format: send a latex-based PDF to *asmcourse2018@gmail.com* or bring a hand-written document to the lecture. PDF scans of hand-written documents will not be accepted.

**Homework 2 (deadline: February 26, Monday, 18:10)**

Complete exercises 5**.2.1 – 5.2.4, 5.4.1 – 5.4.4** from the script.

Format: send a latex-based PDF to *asmcourse2018@gmail.com* or bring a hand-written document to the lecture. PDF scans of hand-written documents will not be accepted.

**Remark 1. **In the exercise 5.2.2 consider only the basis functions for m, m’ from 0 to n-1.

**Remark 2. **In the exercise 5.2.3 consider the sum from -n+1 to n in the discrete case. In the continuous case consider the integral from 0 to 1.

**Homework 3 (deadline: April 17, Tuesday, 15:10)**

Complete exercises **2.2.1, 2.5.1, 2.5.2, 2.5.5, 2.5.6, 2.5.7, 9.1.2, 9.2.1** from the script.

Format: send a latex-based PDF to *asmcourse2018@gmail.com* or bring a hand-written document to the lecture. PDF scans of hand-written documents will not be accepted.