JANUARY 8

- more on shapes: John Rice's periodic astronomy data: link to description

- families of functions: Heckman and Zamar's cluster analysis Biometrika

- families of functions: Rice and Silverman's hip gait paper JRSS B

- asymptotics for kernel density estimate

- Homework distributed

JANUARY 13

- estimating densities of d-dimensional random vectors

- Splus example using Guy Nason's kde2D output plot, Splus code,

JANUARY 15

- methods for choosing the bandwidth

- plots of density estimates of Old Faithful eruption times,

- Splus code used in lecture

- lecture notes

- Least Squares CV plot 100 simulated data points from standard normal

- Least Squares CV plot for the Old Faithful data (!)

JANUARY 20

- lecture notes

- Splus code: Sheather-Jones and transforming before estimating density

- Homework 2

FEBRUARY 3

- lecture notes: boundary effect/adjustments, higher order kernels,

- Splus code, corrected Feb 3

- plots: edge effect exponential data, edge effect exponential data corrected boundary kernel, exponential data, 4th order kernel, corrected Feb 3 4th order kernel, geyser data, corrected Feb 3

FEBRUARY 10

local likelihood, plot: local linear estimate for geyser data, plot: multiplication factor, plot: difference

Splus code for HW1

FEBRUARY 12

penalized likelihood

FEBRUARY 24

Bsplines

- lecture notes from 1998-99, Covered: sections 1 and 3. Section 5 on smoothing splines will be covered in upcoming lectures.

- Figure comparing bsplines and polynomials

- Splus code for the above figure

- lecture notes for Feb 24 and Feb 26

FEBRUARY 26

Logistic regression: Lecture notes, plot

Functional Data Analysis/B-spline example from biology:

- description of problem/simulation study, Examples of randomly generated curves,

- difference in sample mean curves for a simulated data set

- permutation tests for a simulated data set: standard approach, function approach

- fitted regression curve for an individual, bspline basis used

- Power curves: average p-values comparing the two methods - lower curve is from the function approach,

- Splus code for the simulation study

MARCH 3: Smoothing splines:

Lecture notes, Splus code

Growth curves: Plot 1, spline estimates Plot 2, CV curve

logistic smoothing: birthweight data, using gam

1998-99 notes that are of use: Smoothing splines, choosing smoothing parameter, section 1 on effective number of parameters. We'll cover the rest later.

Reproducing Kernel Hilbert Spaces Made Easy, for those who want a very theoretical treatment of splines (not covered in class)

MARCH 5:

Nadaraya Watson estimate, local linear estimate, looking at hat matrix, CV and shortcut formula

lecture notes, Splus/R code

MARCH 10:

CV (updated) (see also Mar 3 choosing smoothing parameter 1998-99 class notes)

Asymptotics: Nadaraya-Watson, Nadaraya-Watson class notes 1998-99

MARCH 12:

local polynomial asymptotics, plug in choice of smoothing parameter class notes

short and long versions of 1998-99 class notes

MARCH 17: gam - normal errors

class notes, Splus hatmatrix, Splus gam

1998-99 notes: multivariate smoothing, gam

MAR 19: Wei Liu, Rice and Silverman (1991) overheads in your viewer: you may need to click orientation, swap landscape to make them right-side up

MAR 24: Isabella Ghement, partly linear models overheads

MAR 26: Jochen Brumm, vector support machines in microarray analysis overheads, plots

MAR 31 Shahadut Hossain, Bayes smoothing overheads

APR 2 Kazi Azad, gam, logistic regression overheads

APR 7 Kathryn Richardson, exponential weighted averages and kernel smoothing overheads

APR 9 Mushfiqur Rahman, heteroscedasticity in regression overheads, plots