Below is the schedule for the semester. You can find the materials for each course meeting under the "Materials" links for that week. You should generally complete the reading before attending lecture. Here’s a guide to the schedule:
The readings refer to following texts:
The BH and UG readings are the ones that we will focus on, but I have also included references for Prof. Peng Ding's new textbook (free online) in case you want to see a different or more technical discussion of the material.
| Date | Title | Reading | Materials | Assignment |
|---|---|---|---|---|
| Week 1 | ||||
| January 27 | Introduction to the course/probability | BH Ch 1 | Intro, Basic | No Assignment |
| January 29 | Probability/conditional probability | BH Ch 2 | Conditional | No Assignment |
| January 31 | Section | Math Review (Joe Blitzstein) | Section 0, code | |
| Week 2 | ||||
| February 3 | Conditional probability and random variables | BH Ch 3 | 📘 | ✏️ |
| February 5 | Random variables | BH Ch 3 | Random Variable | ✏️ |
| February 7 | Section | Section 1 | ||
| Week 3 | ||||
| February 10 | Expectation | BH Ch 4 | Expectation | No Assignment |
| February 12 | Expectation | BH Ch 4 | 📘 | No Assignment |
| February 14 | Section | Section 2 | ||
| Week 4 | ||||
| February 17 | Continuous random variables | BH Ch 5.1-5.4 | Continuous RV | ✏️ |
| February 19 | Continuous random variables | BH Ch 5.1-5.4 | 📘 | ✏️ |
| February 21 | Section | Section 3 | ||
| Week 5 | ||||
| February 24 | Multivariate distributions | BH Ch 7.1-7.3, 7.5 | 📘 | No Assignment |
| February 26 | Multivariate distributions | BH Ch 7.1-7.3, 7.5 | 📘 | No Assignment |
| Week 6 | ||||
| March 3 | Conditional Expectation | BH Ch 9 | 📘 | No Assignment |
| March 5 | Conditional Expectation | BH Ch 9 | 📘 | No Assignment |
| Week 7 | ||||
| March 10 | Estimation | UG Ch 2 | 📘 | No Assignment |
| March 12 | Estimation | UG Ch 2 | 📘 | Midterm Exam |
| Spring Break | ||||
| Week 8 | ||||
| March 24 | Asymptotics | BH Ch 10.1-10.2, UG Ch 3.1-3.6 | 📘 | No Assignment |
| March 26 | Asymptotics | BH Ch 10.3, UG Ch 3.7 | 📘 | No Assignment |
| Week 9 | ||||
| March 31 | Hypothesis testing | UG Ch 4 | 📘 | ✏️ |
| April 2 | Hypothesis testing | UG Ch 4 | 📘 | ✏️ |
| Week 10 | ||||
| April 7 | Regression | UG Ch 5, HE Ch 2.14-2.30 | 📘 | No Assignment |
| April 9 | Regression | UG Ch 6, H2 Ch 3 | 📘 | No Assignment |
| Week 11 | ||||
| April 14 | Least squares | UG Ch 6, H2 Ch 3 | 📘 | ✏️ |
| April 16 | Least squares | UG Ch 6, H2 Ch 3, PD 3 (Optional) | 📘 | ✏️ |
| Week 12 | ||||
| April 21 | Properties of least squares | UG Ch 7, HE Ch 4.1-4.20, HE Ch 7, PD 6 (Optional) | 📘 | No Assignment |
| April 23 | Properties of least squares | UG Ch 7, HE Ch 4.1-4.20, HE Ch 7, PD 6 (Optional) | 📘 | No Assignment |
| Week 13 | ||||
| April 28 | Overfitting and Penalized Regressions | PD 13, 14.1, 15.1 | 📘 | No Assignment |
| April 30 | Missing data in Regression | Video | 📘 | Final Exam |
We’ll use R in this class to conduct data analysis. R is free, open source, and available on all major platforms (including Solaris, so no excuses). RStudio (also free) is a graphical interface to R that is widely used to work with the R language. You can find a virtually endless set of resources for R and RStudio on the internet. You can also use python or any other languages, please talk to a teaching staff beforehand.
Harvard University values inclusive excellence and providing equal educational opportunities for all students. Our goal is to remove barriers for disabled students related to inaccessible elements of instruction or design in this course. If reasonable accommodations are necessary to provide access, please contact the Disability Access Office (DAO). Accommodations do not alter fundamental requirements of the course and are not retroactive. Students should request accommodations as early as possible, since they may take time to implement. Students should notify DAO at any time during the semester if adjustments to their communicated accommodation plan are needed.
Graduate school (and college) is a stressful time in one’s life. Please just get in touch if you are in need of support. Of course, there are other resources at Harvard if you need them. A few are listed below:
Please see a list of helpful resources by the amazing Prof. Matt Blackwell.
This class is also a modified version of Gov 2002, offered by the same Matt. I thank him for his guidance in teaching and sharing all the materials.