STATISTICS 535 (2003-2004, Term 1)

Course Outline (ps file)

Course Requirements (ps file)

Lectures (as four-per page ps files)

Lecture 1

Lecture 2. Also, R code for penalty example.

Lecture 3.

Lecture 4. (For Monday, October 6th, actually the 5th lecture, as the previous material got spread out over an extra week)

Lecture 5. (For Monday, October 20th)

Lecture 6. (For Monday, October 27th)

Lecture 7. (For Monday, November 3rd)

Lecture 8. (For Monday, November 10th)

Lecture 9. (For Monday, November 17th) If you are interested, the R function for the example is here, though I don't think looking at it will necessarily shed light on the material. In fact it is coded to work in a faster (but less obvious) way than described in the lecture, by just updating appropriate (i.e., sufficient) cell counts rather than V for each person separately.

Lecture 10 (Monday November 24): We talked about the Kalman Filter - no pre-fab slides, but the code for the example is here.

Last updated: Nov. 26, 2003