Advanced Regression and Statistical Learning
BST 235
Subject & Catalog Number
Course Information
Description
An advanced course in linear models, including both classical theory and methods for high dimensional data. Topics include theory of estimation and hypothesis testing, multiple testing problems and false discovery rates, cross validation and model selection, regularization and the LASSO, principal components and dimensional reduction, and classification methods. Background in matrix algebra and linear regression required.
Course Note: Lab or section times to be announced at first meeting; cross-listed: Harvard Chan Students must register for the Harvard Chan course.
Available for Harvard Cross Registration