This course will be aimed at new PhD students in statistics, but is also open for others.
The course will be built up by a set of topics, covered by selection of a set of papers that will be presented and discussed. The students will be involved in these presentations. The selection of topics will be based on the interests of the participants.
A central theme will be big data. Some suggested topics are
- Lasso, including simple and more complex versions
- False discovery rates, both its simples form and other versions (including Bayesian ones)
- Hidden Markov models
- Bayesian nonparametrics