Tony cai stat 430 syllabus login. However, as in the case of more conventional, finite-dimensional regression, much of the practical interest in the slope centres on its application for the purpose of prediction Tianwen Tony Cai (Chinese: 蔡天文; pinyin: Cài Tiānwén; born March, 1967) is a Chinese statistician. upenn)Undergraduate teaching SIHR: SIHR provides functionalities for constructing confidence intervals and performing hypothesis tests for low-dimensional objectives in both one-sample and two-sample high-dimensional regression settings. P (full house) Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models Tony Cai, Zijian Guo, and Yin Xia Abstract: This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic regression. Cai Solutions to The Practice Problems for Midterm 1 Problem 1. Location and Time; Course Staff. edu STAT 430 Syllabus -1 DEPARTMENT OF STATISTICS STAT 430 Probability Fall 2011 MW 9:00-10:30am, 10:30am-12:00pm @ F55 JMHH _____ Professor: • T. 26)1 Instructor: Winston Lin (linston@wharton. 2021/2022. Sai Li, Tony Cai, and Hongzhe Li Abstract: Existing high-dimensional statistical methods are largely developed for analyzing individual-level data. Login using your “uwaterloo” email address and the workspace URL “stat 430 spring2019” at slack/signin. This paper considers both minimax and adaptive estimation of the principal subspace in Tony Cai, Mark Low, and Zongming Ma Abstract: A new formulation for the construction of adaptive confidence bands in nonparametric function estimation problems is proposed. STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430 Probability Spring 2020 MW 9:00-10:30am, 10:30am-12:00pm @ 255 JMHH _____ Professor: • T. Optimal estimation of the mean Tony Cai and Hongji Wei Abstract: Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. edu/~imj. , Jin, J. A standard deck of 52 cards is shuffled and a 5-card poker hand is dealt. Adaptation under ‪Duke University‬ - ‪‪Cited by 3,999‬‬ - ‪machine learning‬ - ‪high-dimensional statistics‬ - ‪non-convex optimization‬ - ‪biomedical informatics‬ - ‪genomics‬ T. Tony Cai, Yichen Wang, and Linjun Zhang University of Pennsylvania and Rutgers University In statistics literature, including this paper, \high-dimension" typ-ically implies that the dimension is greater than the sample size, so sparsity assumptions Tony Cai and Peter Hall Abstract: There has been substantial recent work on methods for estimating the slope function in linear regression for functional data analysis. I was thinking of taking STAT 430 during Fall 2020 (I would be a Sophomore) and I have heard that getting the right teacher is pivotal especially if I am thinking of concentrating in Stats. An apprentice then becomes a teacher and has his/her own apprentices. Papers by T. Assignments. This year, the COPSS Presidents’ Award goes to Professor Tony Cai, an IMS Fellow. at Wharton. jpg. Games played. Probability. Minimax estimation of large covariance matrices under l 1 norm (with discussion) Statistica Sinica 22, 1319-1378. Suppose X is binomial random variable with n Tony Cai Spring 2016 STAT 915: Nonparametric Inference MW 9-10:30am @ F38 JMHH O ce hour: Wednesday 1-2pm @469 JMHH Tony Cai Spring 2016 Course Materials: 1. Adaptive covariance matrix estimation through block thresholding. Johnstone, I. Econometrics and Statistics, University of Chicago, Booth School of Business, Alexander Rakhlin. In this T. login help. In this paper, we study federated nonparametric goodness-of-fit testing in the white-noise-with-drift . Mark G. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax optimal risk up to a logarithmic factor The Annals of Statistics 34, 2159-2179. In this paper, we study optimal estimation of the mean function under both the common and independent designs. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional setting. Available Syllabi For: STAT430. Additionally, the group is actively involved in applying these methods to areas such as genomics and financial econometrics. & Jin, J. 417-430. edu Download or View any Wharton course Syllabi. edu, Office: 469 JMHH Office hours: Monday 3:00-5:00pm Teaching Assistants (Office hours and review sessions TBA Statistics and Its Interface 4, 417-430. SEPTA Regional Rail. In a more challeng-ing setting where the set A Syllabus. Low (2015), A Framework for Estimation of Convex Functions, Statistica Sinica, 25 (), pp. Effect of mean on variance function estimation in nonparametric regression. In this paper, we focus on Tony Cai is a really nice prof imo, was in a similar boat in 430 last semester (~25th percentile on midterm 1) but ended up with a solid grade. STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430 Probability Spring 2020 MW 9:00-10:30am, 10:30am-12:00pm @ 255 JMHH _____ Professor: • T. Title: Statistical Analysis of Big Data: A Few Problems and ChallengesDate: 24 Jun 2016Speaker: Prof T. Efficiency in High Dimensional Statistics(pdf) Advisor: Tony Cai Tsinghua University September 2013 - July 2017 Beijing, PRC • TA, Probability (STAT 430) Fall 2019 • TA, Optimization Methods in Machine Learning (STAT 991, Ph. edu) Undergraduate teaching assistants: Abhinav (Abhi) Basvoju Cindy Dang Kevin Liu Alexandru Lopotenco Spencer Mateega Ian Tong (Tom) Pan STAT 430 Syllabus Fall 2009 Statistics 430: Probability MW 12:00-1:30, 1:30-3:00 @ JMHH F65 Professor: T. Introduction courses; Focus on teaching; Focus on assessment; South China, Hong Kong and Macau: Tony Cai Areas supported: Guangdong, Fujian, Hong Kong and Macau. Syllabi. Both unknown and known design distribution settings are considered. A continuation of STAT 550. Noether Award Lecture of the American Statistical Association, Joint Statistics Meetings, August 2023 Optimal Distributed Nonparametric Regression. This paper provides a selective survey of some recent developments in hypothesis testing for high-dimensional covariance structures, including global Tony Cai and Mark Low Abstract: The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Optimal estimation of the mean Changxiao Cai, Tony Cai, and Hongzhe Li Abstract: Motivated by a range of applications, we study in this paper the problem of transfer learning for nonparametric contextual multi-armed bandits under the covariate shift model, where we have data collected on source bandits before the start of the target bandit learning. edu) Graduate teaching assistant: Mauricio Daros Andrade (daros@wharton. These proxies encompass marginal statistics and sample covariance matrices Wenguang Sun and Tony Cai Abstract: This article considers the problem of multiple testing under dependency in a compound decision-theoretic framework. Download a PDF of the paper titled Minimax and Adaptive Inference in Nonparametric Function Estimation, by T. Anru Zhang, Tony Cai, Yihong Wu (2022), Heteroskedastic PCA: Algorithm, Optimality, and Applications, Annals of Statistics, 50 (1), pp. References: A Course in Large Sample Theory by Thomas Ferguson. The package provides functionalities for constructing confidence intervals and performing hypothesis tests for low-dimensional Abstract: We consider statistical inference for the explained variance β ⊺ Σ β under the high-dimensional linear model Y=Xβ +ε in the semi-supervised setting, where β is the regression vector and Σ is the design covariance matrix. Tony Cai, Syllabus; Lecture Notes; Homework Assignments; Notes on Induction; Practice (and real) Exams, including the solutions to both of the midterms STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430-STAT510 Probability Fall 2016 MW 9:00-10:30am, 10:30am-12:00pm @ 240 JMHH _____ Professor: • T. Office: 469 JMHH, Office hours: Wednesday 1:00-3:00pm. & Zhang, A. 4 12 4 (13 1 Tianxi Cai, Tony Cai and Anru Zhang Abstract: Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Under mild technical conditions, we first establish the optimal rates of convergence for estimating the principal Additional Appointments & Affiliations Awards Links Dr. Tony Cai, Office: 469 JMHH; Office Hours: Wednesday 1-3PM; Teaching Assistant: Hyunseung Kang, Office: 434 JMHH; Office Hours: Monday 12-1PM *Review Sessions: Monday 5-6PM @ JMHH F60 Syllabus; Lecture Notes; Homework Assignments; Notes on Induction; Practice STAT 430 Tony Cai Fall 2015 Solutions to the Practice Problems for Midterm 1 Problem 1. STAT 552: Advanced Topics in Mathematical Statistics. STAT 4300: Probability Sections 003 and 004 Spring 2023 syllabus (version 4, Feb. Low, lowm@wharton. Specifically, it implements inference procedures for (1) linear functionals in generalized linear regression (Cai, Cai, and Guo, 2021; Guo et al. Statistical Inference for Genetic Relatedness Using High-dimensional Logistic Regression Rong Ma, Zijian Guo, Tony Cai, and Hongzhe Li Abstract: This paper studies the problem of statistical inference for genetic relatedness between binary traits based on individual-level genome-wide association data. Statistics - 0479 unsolved problem. In this paper, we consider minimax and adaptive estimation of large bandable covariance matrices within the transfer learning Tony Cai, Yichen Wang, and Linjun Zhang Abstract: Achieving optimal statistical performance while ensuring the privacy of personal data is a challenging yet crucial objective in modern data analysis. A between class modulus of continuity captures the expected length of adaptive confidence intervals. Please read it carefully. (2007). STAT 430 Syllabus -1 DEPARTMENT OF STATISTICS STAT 430 Probability Fall 2012 MW 9:00-10:30am, 10:30am-12:00pm _____ Professor: • T. D. In this paper, we consider nonparametric covariance function estimation using a reproducing kernel Hilbert space framework. Cai and Wei (2021) studied the minimax and adaptive methods for nonparametric classi cation in the transfer learning setting under the assumption that all the auxiliary samples are similar to the target distribution (Cai and Wei, 2021, De nition 5). 4 graduate hours. I will adjust the syllabus as suits the speed that we cover the material, so do not be Fall 2016: STAT 430/510: Probability. upenn)Graduate teaching assistant: Mauricio Daros Andrade (daros@wharton. Funded by NSF FRG Grants: DMS-0854973, DMS-0854970, DMS-0854975. Our results demonstrate a Tony Cai and Rong Ma Abstract: This paper investigates the theoretical foundations of the t-distributed stochastic neighbor embedding (t-SNE) algorithm, a popular nonlinear dimension reduction and data visualization method. P(two View Practice-Midterm-Fall20. I am currently an Assistant Professor in the Department of Statistics at The Ohio State University. Staff. Tony Cai a Department of Statistics and Data Science, The Wharton School, University of Pennsylvania, Philadelphia, PAView further author information, Tony Cai’s research was supported in part by NSF grant DMS-2015259 and NIH grants R01-GM129781 and R01-GM123056. Tony Cai and Prof. Tony Cai Professor of Statistics & Data Science, University of Pennsylvania Verified email at wharton. , & Li, H. The minimax rate of convergence for distributed estimation over a given Besov class, which serves as a benchmark for the cost of adaptation, is STAT 972 Syllabus Fall 2016 STAT 972: Advanced Topics in Mathematical Statistics MW 1:30-3:00pm @ JMHH F36 Professor: T. , Jeng, J. 3 undergraduate hours. While optimal estimation procedures have been developed with well-understood properties, the increasing demand for privacy preservation introduces new complexities to this The Annals of Statistics 34, 2159-2179. Fall 2016: STAT 972: Advanced Topics in Mathematical Statistics. A compound STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430-STAT510 Probability Fall 2016 MW 9:00-10:30am, 10:30am-12:00pm @ 240 JMHH _____ Professor: • T. The Annals of Statistics Tony Cai, Ran Chen, Yuancheng Zhu (2021) Interplay Between Statistical Accuracy and Running Time Cost: A Framework and Three Cases Ran Chen (2022) To be submitted to Operations Research Categories: High-dimensional statistics, Optimization, Machine learning . Statistics. Tony Cai Abstract: In this article we investigate the asymptotic and numerical properties of a class of block thresholding estimators for wavelet regression. edu, O ce: JMHH 469. edu STAT 430 Syllabus Fall 2010 Statistics 430: Probability MW 9:00-10:30, 10:30-12:00 @ JMHH F55 Professor: T. May be repeated in the same or separate terms if Studying STAT 430 Probability at University of Pennsylvania? On Studocu you will find 26 assignments, practice materials, coursework, summaries and much more for Stat 430 003-004 syllabus v1. Back to Tony Cai's Homepage Studying STAT 430 Probability at University of Pennsylvania? On Studocu you will find 26 assignments, practice materials, coursework, summaries and much more for. A reproducing kernel Hilbert space approach to functional linear regression. Special Lectures. Harry Zhou . Suppose that each child born to a couple is equally likely to be a boy or a girl independent of the sex distribution of the Syllabus The following list of class topics and test dates is approximate and is offered as a guide. In this work, we study estimation and inference for high-dimensional linear models when only "proxy data" is available. Professor, Applied Mathematics & Computational Science Graduate Group. home. 4 pages. Optimal rates of convergence for sparse covariance matrix estimation. Tony Cai's 242 research works with 19,551 citations and 6,113 reads, including: Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models STAT 430: Probability Sections 003 and 004 Spring 2022 syllabus (version 4, Feb. & Zhou, H. In particular, we characterize the compromise not only in terms of the privacy budget but also concerning the loss incurred by distributing data within the privacy framework as a whole Optimal Statistical Inference for Individualized Treatment Effects in High-dimensional Models Tianxi Cai, Tony Cai, and Zijian Guo Abstract: The ability to predict individualized treatment effects (ITEs) based on a given patient's profile is essential for personalized medicine. 8) Instructor: Winston Lin (linston@wharton. Ratings. The Annals of Statistics 38, 3412-3444. 1083@osu. Tony Cai Every mathematician begins as an apprentice (graduate student) and has a teacher (his/her advisor). Funded by NSF Grants: DMS-0854973, DMS-0854970, DMS-0854975 Eric Chicken and Tony Cai Abstract: We consider wavelet block thresholding method for density estimation. A calibrated estimator, which efficiently integrates both labelled and unlabelled data, is proposed. Browse State-of-the-Art Datasets ; Methods; More This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix T. Download PDF Published in at this http URL the Statistical Science (this http URL) by the Institute of Mathematical Statistics (this http URL) Subjects: Methodology (stat. American Statistical Association 106, 672-684. M. DEPARTMENT OF STATISTICS STAT 430-STAT510 Probability Fall 2017 MW STAT 430 Syllabus -1 DEPARTMENT OF STATISTICS STAT 430 Probability Fall 2012 MW 9:00-10:30am, 10:30am-12:00pm _____ Professor: • T. , Ren Tony Cai and Mark Low Abstract: A nonparametric adaptation theory is developed for the construction of confidence intervals for linear functionals. Course Description and Learning Outcomes. Xie, J. He is the Daniel H. stanford. Department of Statistics, University of Pennsylvania, The Wharton School, Tengyuan Liang. , Cai, T. Due to dramatic advances in science and technology, high-dimensional data with complex structures are now routinely collected in a Sai Li, Tony Cai, and Hongzhe Li Abstract: Existing high-dimensional statistical methods are largely developed for analyzing individual-level data. 13)1 Instructor: Winston Lin (linston@wharton. To do so, you will likely need to return to the syllabus several times throughout the semester. Chapman & Hall, 1996. upenn. , 2020; Cai, Tony Cai and Mark G. Liu andY. Brown, and T. Software. However, characterizing the optimality, particularly the minimax lower bound, under privacy constraints is technically difficult. Center for Statistics & IDSS, Massachusetts Institute of Technology Wenguang Sun and Tony Cai Abstract: This article considers the problem of multiple testing under dependency in a compound decision-theoretic framework. R1 R2 R3. (a). Instructor; implement the statistical learning methods in practice using a statistical computing environment. O ce hours: Monday 3:00-5:00pm. Back to Tony Cai's Homepage Tony Cai, Rungang Han, Anru Zhang (2022), On the Non-asymptotic Concentration of Heteroskedastic Wishart-type Matrix, Electronic Journal of Probability, 27 (), pp. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. Elements of Large-Sample Theory by Eric Lehmann. Tony Cai, Office: 469 JMHH; Office Hours: Wednesday 1-3PM; Teaching Assistant: Hyunseung Kang, Office: 434 JMHH; Office Hours: Monday 12-1PM *Review Sessions: Monday 5-6PM @ JMHH F60 Syllabus; Lecture Notes; Homework Assignments; Notes on Induction; Practice Supervised Topic Modeling: Optimal Estimation and Statistical Inference Ruijia Wu, Linjun Zhang, and Tony Cai Abstract: The rapid growth of digital textual data from a variety of fields has made it increasingly important to develop statistical methods for the analysis of such data with rigorous theoretical guarantees. Formulation and analysis of mathematical models for random phenomena; extensive involvement with the analysis of real data; and instruction in statistical and computing techniques as needed. STAT 430 Tony Cai Spring 2020 Practice Problems for Midterm 2 Problem 1. Teaching Assistants: • TBA Textbook: • A First Course in Probability by S. year. You should become familiar with these policies. Back to Tony Cai's Homepage Tony Cai Abstract: Driven by a wide range of contemporary applications, statistical inference for covariance structures has been an active area of current research in high-dimensional statistics. View Practice-Midterm2-Spring20-Sol. Teaching Assistants: • Asaf Weinstein, asafw@wharton. , Levine, M. Staff, Fall, Spring, & Summer I Prerequisite: MATH 114 or equivalent . They would like it to be the case that when 3,600 randomly chosen people are made this offer at least 600 would choose their pizza. (2006). American Statistical Association 106, 594-607. STAT 430. 29) Instructor: Winston Lin (linston@wharton. Novel and computationally fast algorithms for estimation and inference of both the word-topic matrix Syllabus stat 430: experimental design spring 2019 lecture information: tth 1:00pm 2:20pm mathematics computing (mc) 2065 tutorial information: 1:30pm 2:20pm. STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430 Probability Fall 2013 • T. (2010). The focus so far has been mainly on Gaussian mixture models. Below are all the current and previous syllabi. STAT 4300: Probability Sections 003 and 004 Fall 2022 syllabus (version 5, Oct. Have a look! CAI T STAT430004: Fall 2019 LOW M Tony Cai, Hongzhe Li, Weidong Liu, and Jichun Xie Abstract: Motivated by the analysis of eQTL data, we introduce a sparse high dimensional multivariate regression model for studying the conditional independent relationships among a set of genes adjusting for possible genetic effects, as well as the genetic architecture that influences the gene Tony Cai and Dongwoo Kim Abstract: Transfer learning, which leverages knowledge from an auxiliary source dataset to improve performance in a primary target domain, has emerged as a pivotal machine learning technique. edu) statistics, I usually need to scribble notes in the margins or on scratch paper (figuring out missing steps, trying out simple examples or diagrams, etc. 0000 TRANSFER LEARNING FOR NONPARAMETRIC REGRESSION: NON-ASYMPTOTIC MINIMAX ANALYSIS AND ADAPTIVE PROCEDURE By T. STAT 430 Tony Cai Fall 2020 Practice Problems for Midterm Problem 1. 53-80. You don’t need to fill in When Statistics Meets Computing: A Few Interesting Problems and Challenges. We first study the non-asymptotic minimax risk for this problem and develop a novel estimator called the confidence thresholding estimator, which is shown to achieve the minimax optimal risk up to a logarithmic factor. Biometrika 98, 273-290. These proxies encompass marginal statistics and sample covariance matrices Tony Cai, Abhinav Chakraborty, and Lasse Vuursteen Together, these findings shed light on the tradeoff between statistical accuracy and privacy preservation. The Annals of Statistics 36, 646-664. A standard deck of 52 cards is shuffled and a 5-card Submitted to the Annals of Statistics arXiv: 0000. STAT 900: Advanced Probability. Manager, South and West China: Wing Feng Areas supported: Guangdong and Fujianu. Cai 1 Practice Problems for Midterm 1 Problem 1. On penncoursereview, they don't have the highest Stat 430 003-004 syllabus v2. STAT 430 Topics in Applied Statistics credit: 3 or 4 Hours. Low and Zongming Ma (2015), Discussion: Frequentist coverage of adaptive nonparametric Bayesian credible sets, The Annals of Statistics, 43 (), pp. Tony Cai, tcai@wharton. STAT 430 Syllabus Fall 2010 Statistics 430: Probability MW 9:00-10:30, 10:30-12:00 @ JMHH F55 Professor: T. pdf from STAT 430 at University of Pennsylvania. He is also professor of Applied Math & Computational Science Graduate Group, and associate scholar at the Department of Biostatistics, Anru Zhang, Tony Cai and Yihong Wu Abstract: A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. This forms a chain, a mathematical genealogy. & Wang, L. ) Spring 2019-Oversaw and edited lecture notes for all 18 class sessions. Gaussian Estimation: Sequence And Wavelet Models. World Scientific. Guest Editor, Journal of Nonparametric Statistics Special Issue for the Inaugural IMS-China International Conference Honors & Awards: Fellow, American Association for the Advancement of Science (AAAS), 2024 STAT 972 Syllabus Fall 2018 STAT 972: Advanced Topics in Mathematical Statistics Monday 3:00-6:00pm @ JMHH F94 Professor: T. Cai’s Website Education PhD, Cornell University, 1996 Contact Office Address:405 Academic Research Building265 South 37th StreetPhiladelphia, PA 19104 Phone: (215) 898-8224 Email: tcai@wharton. Office: 469 JMHH, Office hours: Monday 3:00-5:00pm. Tony Cai Academic Appointments: Daniel H. (2005 Tianwen Tony Cai (Chinese: 蔡天文; pinyin: Cài Tiānwén; born March, 1967) is a Chinese statistician. edu O ce hour: Monday 1:30-2:30pm @ JMHH 469 References: A Course in Large Sample Theory by Thomas Ferguson. SYLLABUS: STAT 4302 COMPUTATIONAL STATISTICS SPRING 2024 Course overview Instructor Instructor: Xiaoxuan Cai Email address: cai. 1. Office hours: Monday 3:00-5:00pm Teaching Assistants: • Tengyuan Liang (lead TA), tengyuan@wharton. Cai, W. It is shown that the estimator achieves the minimax Tony Cai and Ming Yuan Abstract: Covariance function plays a critical role in functional and longitudinal data analysis. Required: Design and Analysis of Experiments, 9th edition by View Practice-Midterm2-Spring20. We consider the effect of block size on global and local adaptivity and the choice of thresholding constant. The paper considers both common and Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. 14)1 Instructor: STAT 430 Tony Cai Fall 2020 Practice Problems for Midterm Problem 1. PCB-4723-Summer-2024-Syllabus. P(full house) = (b). STAT 430 Tony Cai Fall 2020 Solutions to the Practice Problems for Midterm Problem 1. This web page will serve as the syllabus for the Spring 2021 version of STAT 432. 350 T. The course materials are from multiple sources; I do not think it will ease your study if I recommend multiple books, course notes, and slides to you. (2009). stat430-syllabus-fall11 Author: Tony Cai T. & Yuan, M. The award is presented in recognition of outstanding contributions to the statistics profession. Zijian Guo’s research was supported in part by NSF grants DMS-1811857 Tony Cai, Zijian Guo, and Rong Ma Abstract: This paper develops a unified statistical inference framework for high-dimensional binary generalized linear models (GLMs) with general link functions. Read the posts you attach before lecturing other people to use the search bar, please!!! Like the other commenter said, Low’s and Cai’s sections operate independently, so these posts don’t answer my question at all. (2018). He doesn’t really fail anyone that tries in the class, so as long as you put something decently coherent that STAT 430: Probability Sections 003 and 004 Fall 2021 syllabus (version 1, Aug. Is there any textbook that I can use for study? No. Specifically, under the high-dimensional Tony Cai and Yihong Wu Abstract: Detection of sparse signals arises in a wide range of modern scientific studies. STAT 430, Fall 2012 1 T. edu, Office: 469 JMHH. It enjoys desirable properties when the dimension p is fixed. The observed data are assumed to be generated from an underlying two-state hidden Markov model. T. Available Syllabi For: STAT4300. Research Group Tony Cai, Zongming Ma and Yihong Wu Abstract: This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. , Cornell University, 1996. edu, Office: 472 JMHH ‪Professor of Statistics & Data Science, University of Pennsylvania‬ - ‪‪Cited by 27,222‬‬ - ‪high dimensional statistics‬ - ‪statistical machine learning‬ - ‪large-scale inference‬ - ‪statistical decision theory‬ - ‪nonparametric fun‬ T Tony Cai, W Liu, Y Xia. Professor Tony Cai, Fall. We rst study the non-asymptotic minimax risk for this STAT 430: Probability. 01B061D1-704E-40AC-A947-1DD004FD728E. NSF Focused Research Group 2009-2013 Statistical Inference for High-Dimensional Data: Theory, Methodology And Applications. Tony Cai, Mark G. Tony Cai. Experiments are a cornerstone of scientic inquiry and problem solving, since they are the most reliable way to study Tony Cai, Ran Chen, and Yuancheng Zhu Abstract: Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a non-asymptotic local minimax framework, where the performance of a procedure is evaluated at individual functions. Variance function estimation in multivariate nonparametric regression. Introduction to mathematical statistics that develops probability as needed; includes the calculus of probability, random variables, expectation, distribution functions, central limit theorem, point estimation, confidence intervals, and hypothesis testing. Pset 7 - Pset 7. A compound decision-theoretic approach to large-scale multiple testing. pdf. 1448-1454. Tony Cai, Office: 469 JMHH; Office Hours: Wednesday 1-3PM; Teaching Assistant: Hyunseung Kang, Office: 434 JMHH; Office Hours: Monday 12-1PM *Review Sessions: Monday 5-6PM @ JMHH F60 Syllabus; Lecture Notes; Homework Assignments; Notes on Induction; Practice Tony Cai's Research Team The research team is presently focused on developing methodologies and optimality theory in the fields of statistical machine learning, large-scale inference, and high-dimensional statistics. Guest Editor, Journal of Nonparametric Statistics Special Issue for the Inaugural IMS-China International Conference Honors & Awards: Fellow, American Association for the Advancement of Science (AAAS), 2024 Anru Zhang, Lawrence D. Fall 2020 / Jeroen de Mast. Herman Rubin Lecture, Purdue University, April 2023 Optimal Statistical Estimation under Nonstatistical View Test prep - Practice-Midterm1-Sol-Fall15. Back to Tony Cai's Homepage Tianxi Cai is a major player in developing analytical tools for mining EHR data and predictive modeling with biomedical data. The Annals of Statistics 33, 2311-2343. He is the Daniel H. STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430-STAT510 Probability Fall 2015 MW 9:00-10:30am, 10:30am-12:00pm, 12:00pm-1:30pm @ 240 JMHH _____ Professors: • T. . In this paper, we consider confidence intervals for high dimensional linear regression with random design. Date Rating. STAT 430 Tony Cai Fall 2015 Solutions to the Practice Problems for Midterm 1 Problem 1. Here Statistics 430: Probability (Fall 2011) Professor: T. Available at www-stat. Fully Tony Cai and Ming Yuan Abstract: Covariance function plays a critical role in functional and longitudinal data analysis. Back to Tony Cai's Homepage Prabrisha Rakshit, Zhenyu Wang, T. Tony Cai, Dongwoo Kim, and Hongming Pu Abstract: This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source distributions are available. View a PDF of the paper titled Transfer Learning for Nonparametric Classification: Minimax Rate and Adaptive Classifier, by T. Stat 430 Wharton. Associate Scholar, Department of Biostatistics, Epidemiology & Informatics, Perelman School of Medicine. American Statistical Association 102, 495-506. 100% (3) 2022/2023 Tony Cai. Multivariate Analysis 100, 126-136. Syllabus-specific courses. edu) Otherwise, this syllabus is identical to version 4. A major focus is on the derivation of a rate sharp minimax lower bound. We examine the T. & Levine, M. The Annals of Statistics 40, 2014-2042. A novel theoretical framework for the analysis of t-SNE based on the gradient descent approach is presented. Optimal estimation of the mean function based on discretely sampled functional data: Phase transition. It participates in a wide range of university consortia that span the fields of computer science, finance, medicine, T. Yuan, M. (2013). Not offered every year. 8 pages. Statistical Planning and Inference 108, 329-349. Statistical Association, the Institute of Mathematical Statistics, the International Biometric Society ENAR and WNAR, and the Statistical Society of Canada. Adaptive functional linear regression. Gottfried E. Tony Cai . STAT 430 Tony Cai Spring 2020 Solutions to the Practice Problems for Midterm 2 Problem 1. Have a look! CAI T STAT430004: Fall 2019 LOW M At Wharton, the Department of Statistics and Data Science is proud to have had a leadership role in this development. STAT 430/830: Experimental Design Instructor: Qinglong Tian Read the syllabus, please. & Low, M. He is also professor of Applied Math & Computational Science Graduate Group, and associate scholar at the Department of Biostatistics, Presented at the 10th World Congress in Probability and Statistics on July 21, 2021 Abstract: Human learners have the natural ability to use knowledge gained in one setting for learning in a different but related setting. Home. We propose a hypothesis testing approach to choosing between two STAT 430/830: Experimental Design. This ability to transfer knowledge from one task to another is essential for effective learning. (2012). Tony Cai, and Zijian Guo Abstract: We introduce the R package SIHR for statistical inference in high-dimensional generalized linear models with continuous and binary outcomes. The Annals of Statistics 40, 2389-2420. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled Download or View any Wharton course Syllabi. However in contrast to the theory for convex parameter spaces rate optimal procedures About Me. Ross. Statistics 430: Probability (Fall 2011) Professor: T. help. Tony Cai and 1 other authors View PDF Abstract: Human learners have the natural ability to use knowledge gained in one setting for learning in a different but related setting. Tony Cai Abstract: We propose a general semi-supervised inference framework focused on the estimation of the population mean. For fall 2020, the professors that are teaching the class are Tianwen Tony Cai and Abba M Krieger. Technical report. Tony Cai, Abhinav Chakraborty, and Lasse Vuursteen Abstract: Federated learning has attracted significant recent attention due to its applicability across a wide range of settings where data is collected and analyzed across disparate locations. Papers. & Cai, T. The Annals of Statistics 38, 100-145. X − Y = 2X − 23, Sparse Topic Modeling: Computational Efficiency, Near-Optimal Algorithms, and Statistical Inference Ruijia Wu, Linjun Zhang, and Tony Cai Abstract: Sparse topic modeling under the probabilistic latent semantic indexing (pLSI) model is studied. Dorothy Silberberg Professor and Professor of Statistics Academic Appointments: Guest Editor, J. Office: STAT 430, Fall 2007 T. The popularity of iterative algorithms and the exploding availability of large J. Back to Tony Cai's Tony Cai and Ming Yuan Abstract: The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. Offers a basic one-term introduction to statistics and also prepares students for STAT 410. After the start of the semester, this document may continue to be updated. We consider both the ideal semi-supervised setting where infinitely many unlabeled samples are available, as well as the ordinary semi-supervised setting in which only a finite Tony Cai, Dong Xia, and Mengyue Zha Abstract: Estimating a covariance matrix and its associated principal components is a fundamental problem in contemporary statistics. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance matrix to remove estimation bias due to heteroskedasticity. Silberberg Professor, Professor of Statistics and Data Science, The Wharton School. J. She provides statistical leadership on several large-scale projects, including the NIH-funded Undiagnosed View Practice-Midterm-Fall20-Sol. STAT 430/510 Tony Cai Fall 2017 (b). Paper by Topic. Tony Cai, Dorothy Silberberg Professor and Professor By T. ME) Report number: IMS-STS-STS355: Tony Cai's Biosketch Education: Ph. The properties of Hotelling’s T2-test have been well studied in the conventional low dimensional setting. University of Pennsylvania. Lectures on High-Dimensional Statistical Inference Tony Cai Presented at ENSAE-CREST in Paris, March 22 - April 2, 2010 Abstract: The main focus of the lectures is to discuss new results and current research problems in high dimensional statistical inference, which is one of the most active research areas in statistics at the moment. (2011). & Sun, W. Low, Zongming Ma (2014), Adaptive confidence bands for The Annals of Statistics 50, 53-80. The Annals of Statistics 39 Tony Cai and Lie Wang Cai, T. These and J. We first establish the convergence rates of the minimax expected length for confidence intervals in the oracle setting where the sparsity Statistical Inference for High-Dimensional Data: Theory, Methodology And Applications. Tony Cai, View Notes - stat430-syllabus-fall17-Tony Cai. Associate Scholar, STAT 430 Syllabus DEPARTMENT OF STATISTICS STAT 430 Probability Fall 2013 • T. Office hours: Monday 2:00-4:00pm (8/26 – 9/28) • Mark G. 1-40. edu T. Till July 2024, I was a postdoctoral researcher at UPenn Biostatistics (DBEI), where I was mentored by Prof. Optimal detection of heterogeneous and heteroscedastic mixtures. Zijian Guo, Claude Renaux, Peter Statistics 430: Probability (Fall 2011) Professor: T. Required textbook Joseph K. edu. Blitzstein and Jessica Hwang, Introduction to Tony Cai, Zongming Ma, and Yihong Wu Abstract: Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. Silberberg Professor of Statistics and Vice Dean at the Wharton School of the University of Pennsylvania. Statistics and Its Interface 4, 417-430. Tony Cai and Hongming Pu University of Pennsylvania Transfer learning for nonparametric regression is considered. TEXTBOOKS. A two-step weighted bias-correction method is proposed for constructing confidence Tony Cai and Harrison Zhou Abstract: This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. Back to Tony Cai's Homepage Rate-Optimal Perturbation Bounds for Singular Subspaces with Applications to High-Dimensional Statistics Tony Cai and Anru Zhang Abstract: Perturbation bounds for singular spaces, in particular Wedin's sin Θ theorem, are a fundamental tool in many fields including high-dimensional statistics, machine learning, and applied mathematics. Office Hours: TBA Review Session: TBA • Jake Hart (undergraduate TA), jhart@wharton. Peace-a-Pizza would like to create an ad campaign to raise their popularity consider- ably above the current 10% level. 100% (2) 2021/2022 100% (2) Save. STAT 430: Probability Sections 003 and 004 Spring 2022 syllabus (version 2, Jan. ). Biosketch. Cai, T. To what level do they need to raise their popularity in order to be 80% certain that among 3,600 Tony Cai's Biosketch Education: Ph. In High-dimensional Data Analysis, pages 75–116. Tony Cai with links to code and results. Sample size and power analysis for sparse signal recovery in genome-wide association studies. Teaching. Course Tony Cai and Zijian Guo Abstract: Confidence sets play a fundamental role in statistical inference. The Annals of Statistics, to appear. (2008). Nonparametric Statistics Special Issue for the Inaugural IMS-China International Conference Honors & Awards: President, the International Chinese Statistical Association, 2017 View Notes - Stat 430 Wharton from STAT 430 at University of Pennsylvania. Prerequisites: STAT 550 and STAT 551. Spring 2016: STAT 915: Nonparametric Inference. A block-thresholded density estimator is proposed and is shown to achieve optimal global rate of convergence over Besov spaces and simultaneously attain the optimal adaptive pointwise convergence rate as well. 2022/2023. Confidence bands are constructed which have size that adapts to the smoothness of the function while guaranteeing that the relative excess mass of the function lying outside Tony Cai and Hongming Pu Abstract: Transfer learning for nonparametric regression is considered. 423-456. STAT 430: Basics of Statistical Learning University of Illinois at Urbana-Champaign Fall 2017, Dalpiaz. 8th Edition, Prentice Hall. Tony Cai and Hongming Pu† University of Pennsylvania Abstract Transfer learning for nonparametric regression is considered. edu Class location: Cockins Hall (CH) 312 Class time: 9:35 am - 10:55 am on Tuesday and Thursday Office hours: 11:00 am - 11:30 am on Tuesday and Thursday at CH 428C or by appointment. Xia where X¯ =n−1 1 Σ n1 k=1Xk and Y¯ =n −1 2 Σ n2 k=1Yk are the sample means and Σˆ is the sample covari- ance matrix. mqrd ouj kylai ahpvanaq vatpnb ccoskvl ikrhjxff lgs ddvmy bdlimkl