Multiple Isotonic Regression
The first two sections are based on a good tutorial on the isotonic regression, and the third section consists of the slides for the talk given by Prof. Cun-Hui Zhang at the 11th ICSA International Conference on Dec. 21st, 2019.
The Cost of Privacy
This note is based on Cai, T. T., Wang, Y., & Zhang, L. (2019). The Cost of Privacy: Optimal Rates of Convergence for Parameter Estimation with Differential Privacy. ArXiv:1902.04495 [Cs, Stat].
Optimal estimation of functionals of high-dimensional mean and covariance matrix
This post is based on Fan, J., Weng, H., & Zhou, Y. (2019). Optimal estimation of functionals of high-dimensional mean and covariance matrix. ArXiv:1908.07460 [Math, Stat].
High Dimensional Linear Discriminant Analysis
This note is for Cai, T. T., & Zhang, L. (2019). High dimensional linear discriminant analysis: Optimality, adaptive algorithm and missing data. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81(4), 675–705.
Minimax Lower Bounds
This note is based on Chapter 15 of Wainwright, M. (2019). High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Cambridge Series in Statistical and Probabilistic Mathematics). Cambridge: Cambridge University Press.
The General Decision Problem
This note is based on Chapter 1 of Lehmann EL, Romano JP. Testing statistical hypotheses. Springer Science & Business Media; 2006 Mar 30.
I learned Stein’s Paradox from Larry Wasserman’s post, STEIN’S PARADOX, perhaps I had encountered this term before but I cannot recall anything about it. (
I am guilty)