Literature

Uncertainty quantification and desparsified/debiased Lasso

James,
Witten, Hastie and Tibshirani (2023). An Introduction to Statistical
Learning with Applications in R, 2nd ed. Springer

James,
Witten, Hastie and Tibshirani (2023). An Introduction to Statistical
Learning with Applications in Python, 2nd ed. Springer

Lecture 1 (Chs. 2.1-2.4 in Book)

overview

slides

notes from visualizer in classroom

Lecture 2 (Chs. 2.3, 2.4, 6.2.1, 6.2.2 (until page 106) in Book)

Recap

slides

notes from visualizer in classroom

Lecture 3 (Chs. 2.4.2, 6.2.2)

plainRecap

slides

notes from visualizer in classroom

Lecture 4 (Chs. 6.2.2, Corollary 6.8, 2.5, 2.6, 2.7, 2.8, 2.12, 3., 4.2, 4.3)

Recap

slides

notes from visualizer in classroom

Lecture 5 (Chs. 2.8.4, 3, 4.1-4.3)

Recap

slides

notes from visualizer in classroom

Lecture 6 (Chs. 4.5, 4.7, 5.1 - 5.3.2)

Recap

slides

notes from visualizer in classroom

Lecture 7 (Ch. 5.4-5.5, notes de-biased Lasso)

Recap

slides

notes from visualizer in classroom

Lecture 8 (notes de-biased Lasso, Ch. 10.1-10.2)

Recap

slides

notes from visualizer in classroom

Lecture 9 (Chs. 10.3, 11.1-11.7)

Recap

slides

notes from visualizer in classroom