Homework assignments, project instructions, lecture notes and handouts will be posted in Canvas. Readings will be denoted by “550” for the Course Notes: Statistics 550 Advanced Mathematical Statistics and by “505” for A Pair of Primers: Primer on Matrix Analysis and Primer on Linear Statistical Models.

Week 1: Jan 13, 15

Reading:

  • Course syllabus and Canvas exploration
  • 505: Chapters 2, 7-8
  • 550: Chapter 2

Tuesday

Thursday

  • Kronecker products and the vec operator

Week 2: Jan 20, 22

Reading:

  • 505: Chapter 9
  • 550: Chapter 3

Tuesday

  • Matrix differentiation

Thursday

  • Matrix differentiation (cont)
  • Eigenvalue/eigenvector review
  • Homework 1 Due in class

Week 3: Jan 27, 29

Tuesday

  • TBD

Thursday

  • TBD

Week 4: Feb 3, 5

Tuesday

  • TBD

Thursday

  • TBD

Week 5: Jan 10, 12

Tuesday

  • TBD

Thursday

  • TBD

Week 6: Feb 17, 19

Tuesday

  • TBD

Thursday

  • TBD

Week 7: Feb 24, 26

Tuesday

  • TBD

Thursday

  • TBD

Week 8: Mar 3, 5

Tuesday

  • TBD

Thursday

  • TBD

Week 9: Mar 10, 12

Tuesday

  • TBD

Thursday

  • TBD

Spring break: Mar 16-20

Week 10: Mar 24, 26

Tuesday

  • TBD

Thursday

  • TBD

Week 11: Mar 31, Apr 2

Tuesday

  • TBD

Thursday

  • TBD

Week 12: Apr 7, 9

Tuesday

  • TBD

Thursday

  • TBD

Week 13: Apr 14, 16

Tuesday

  • TBD

Thursday

  • TBD

Week 14: Apr 21, 23

Tuesday

  • TBD

Thursday

  • TBD

Week 15: Apr 28, 30

Tuesday

  • Project presentations

Thursday

  • Project presentations

Finals week

  • Final exam in Wilson Hall 1-128 on Tuesday, May 5, 8:00am-9:50am