Welcome to EXST7152

Welcome to EXST7152 - Advanced Topics in Statistical Modeling, Spring 2022.

Class: Tuesday & Thursday at 1:30-2:50PM. We will have online classes until further notice.
The syllabus for EXST7152 is here.
The handouts can be purchased in LSU Barnes & Noble Bookstore. The address is 2 Union Square, Baton Rouge, LA 70803. The telephone number is (225) 578-51370.
Tuesday: Introduction to bootstrapping (I).
The datasets used in the bootstrapping examples are available here in R.
Thursday: Introduction to bootstrapping (II).
Homework I is here. It is due 1/27 (Th).
One of the reference books for this course is: Elements of Statistical Learning, 2nd Ed. 12th Print. Don't print the whole book!
Another reference book for this course is: An Introduction to Statistical Learning with Applications in R, 1st Ed. 6th Print. Don't print the whole book too!
Paper reading I: Statistical Modeling: The Two Cultures, Leo Breiman, Statistical Science. Volume 16, Issue 3 (2001), 199-231.
Paper reading II: A Balanced Perspective on Prediction and Inference for Data Science in Industry, Nathan Sanders, Harvard Data Science Review, summar 2019.

Tuesday: Introduction to bootstrapping (III). Model performance assessment.
The stock return example is here. The S&P stock dataset is here
The simulation example for model assessment is here.
Thursday: Resampling methods in spatial-related problems.
The sample code for spatial examples is here.
Least Angle Regression, B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, Annals of Statistics (2004), Vol. 32, No. 2, 407-451. Will be discussed in next week.
Elastic net, Zou and Hastie, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 67, (2005), pp. 301-320. Will be discussed in next week.
Fused lasso, Tibshirani and et al., Journal of the Royal Statistical Society. Series B (Methodological), Vol. 67, (2005), pp. 91-108. Will be discussed in next week.