Assignments
- For Friday January 19, 2024, read Chapter 1 of
my thesis.
Also read the definition of exponential families in Section 3.1
of Geyer (2009).
Compare. Do these define the same mathematical concept?
For that matter, my thesis defines three different
pictures
. Do these define the same mathematical concept? - For Monday January 22, 2024, read the Stat 5421 notes about exponential families. Be ready with questions.
- For Wednesday, January 24, 2024, read Geyer (2009) from the beginning through Section 3.4.
- For Friday, January 26, 2024, read the rest of Geyer (2009). You may omit the proofs.
- For Monday January 29, 2024, read the Stat 5421 notes about completion of exponential families, beginning through Section 10 (you do not need to check the complicated computer code). Be ready with questions.
- For Monday February 5, 2024, read the rest of Stat 5421 notes about completion of exponential families.
- For Wednesday February 7, 2024, begin reading the design document
for R package
llmdr
. For those who do not want to install the package to get the design document, it is here. At least read and understand through Section 8.2. - For Wednesday February 14, 2024, begin reading the book about aster models. For those who do not want to download the GitHub repo, the PDF of the book is here. Read Chapter 1.
- For Wednesday February 21, 2024, reading the
notes about
spatial lattice processes originally for Stat 8501 Stochastic Processes.
There are better pictures of Ising model realizations in the file https://www.stat.umn.edu/geyer/8501/Rplots.pdf. There are 8 plots in the file (only 3 in the handout). The parameters are all α = 0 (no "external field") and β equal to the following (in order they appear in the PDF file)
- βcrit
- βcrit
- βcrit
- 0.90 ⋅ βcrit
- 0.95 ⋅ βcrit
- βcrit
- 1.05 ⋅ βcrit
- 1.10 ⋅ βcrit
- For Monday February 26, 2024, read
- Geyer (JRSSB, 1994) (you may skip Section 2 and all proofs),
- Geyer (2013) (you may skip everything except Section 1), and
- Okabayashi, Johnson, and Geyer (2011) (you may skip everything except Introduction and Discussion),
- For Friday March 1, 2024, read the handout about Potts Models and MCMC approximate maximum likelihood.
- For Monday March 11, 2024, read the notes about spatial point processes originally for Stat 8501 Stochastic Processes.
- For Monday March 25, 2024, read Geyer (1991) about inequality constrained statistical inference in an exponential family model.
- For Wednesday March 27, 2024, read Geyer (1994) about the theory of large sample approximation when there are inequality constraints. The theorems are a bit technical, so maybe you just want to read the introduction and the examples and counterexamples section. I will explain the theorem statements (not the proofs) in class.
- For Friday March 29, 2024, read
Geyer (1995)
about bootstrapping the theory
of large sample approximation when there are inequality constraints.
The point is that hypothesis tests are even tricker than they described
to be in the Annals paper that was the previous reading.
The PhD Thesis (2005) of Yumin Huang fills in all of the details for some of the methods in the technical report. But we won't read that because an electronic version is not available.
Inverting these hypothesis tests to get confidence intervals is an open research question AFAIK.
- For Monday April 1, 2024, read the introduction and discussion of Shaw and Geyer (1997), a paper that like Geyer (1991), which we read already, uses bootstrap and double bootstrap, but does not apply the methods of Geyer (1995), which we also read already.
- For Wednesday April 3, 2024, read the paper Geyer and Meeden (2005), about fuzzy hypothesis tests and confidence intervals. Only read the paper, not the discussion and rejoinder.
- For Friday April 5, 2024, read the discussion and rejoinder to the previous reading. These have different DOI. A way to find them, since the journal is open publication, is to find the paper by DOI and then click on the link to the issue of the journal where you find links to the contributions to the discussion and the rejoinder of the authors.
- For Monday April 8, 2024, read the design document for R package
ump
(https://cran.r-project.org/package=ump). Since this design document has not been fully implemented in code, it is not in the current version of the package on CRAN. The knitr source file is in the GitHub repo (https://github.com/cjgeyer/ump in thedevel
directory), but the PDF is not, so we have supplied the PDF here. - For Friday April 12, 2024, read a document
about exponential families on abstract affine space that does all
the
usual
asymptotics and thus needs to say what derivatives and means and variances mean in this setting. For this assignment read Sections 1 and 2. - For Monday April 15, 2024, continue reading newnew.pdf. For this assignment read Sections 3 and 4.
- For Wednesday April 17, 2024, continue reading newnew.pdf. For this assignment read Sections 5 and 6.
- For Friday April 19, 2024, continue reading newnew.pdf. For this assignment read Sections 7 and 8.
- For Monday April 22, 2024, continue reading newnew.pdf. For this assignment read Sections 9.