Tutorial on Theoretical Statistics

Larry Wasserman
Carnegie-Mellon University

This tutorial is intended to give computer scientists a quick overview of the language, goals and methods of modern statistics. The main
topics are:

1. Statistical Models
2. Goals of Inference
3. Modern Minimax Theory
4. Examples:
-estimating a distribution
-estimating a parameter
-estimating a functional
-estimating a density
-estimating a regression function
5. Bayes versus Frequentist inference
6. Statistical view of differential privacy

Presentation (PDF File)

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