Welcome to STK9200

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