STATS 200B
Theoretical Statistics
Description: Lecture, three hours. Sufficiency, exponential families, least squares, maximum likelihood estimation, Bayesian estimation, Fisher information, Cramér/Rao inequality, Stein's estimate, empirical Bayes, shrinkage and penalty, confidence intervals. Likelihood ratio test, p-value, false discovery, nonparametrics, semi-parametrics, model selection, dimension reduction. S/U or letter grading.
Units: 4.0
Units: 4.0
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Most Helpful Review
Winter 2023 - This is a fairly mathematically intensive class that covers a lot of the theoretical background to decision theory and statistics. I would go into more detail here, but actually Prof. Amini makes all materials (including lecture videos) available on his own page here: http://www.stat.ucla.edu/~arashamini/teaching/200b-w23 Being an ECE major with an ML background, I found the class quite challenging, but also enjoyable as I felt it provided a deeper understanding of the relationship between data and the estimators (models). That said, the class is fairly abstract so it is more useful to someone who is interested in ML theory papers than implementation-focused ones. Regarding the lectures, I sometimes found Prof. Amini a bit difficult to understand as he soft-spoken, but as he records his lectures I could re-watch those moments again later.
Winter 2023 - This is a fairly mathematically intensive class that covers a lot of the theoretical background to decision theory and statistics. I would go into more detail here, but actually Prof. Amini makes all materials (including lecture videos) available on his own page here: http://www.stat.ucla.edu/~arashamini/teaching/200b-w23 Being an ECE major with an ML background, I found the class quite challenging, but also enjoyable as I felt it provided a deeper understanding of the relationship between data and the estimators (models). That said, the class is fairly abstract so it is more useful to someone who is interested in ML theory papers than implementation-focused ones. Regarding the lectures, I sometimes found Prof. Amini a bit difficult to understand as he soft-spoken, but as he records his lectures I could re-watch those moments again later.
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