PhD Course Probability & Statistics

PhD Course Probability & Statistics

Together with Shaobo Jin, we are teaching the PhD course in Probability and Statistics this Spring Semester 2025. Basic information about the course will be collected here. See below for practical information.

Probability Theory and Statistics (7.5hp)
The course consists of two halves: The first focuses on martingales and branching processes, and the second concentrates on statistical inference principles. In the first part, we start by revising results from undergraduate level probability courses and measure theory. We then focus on (discrete) martingales and the convergence of random variables. We will apply these results to branching processes and end the first half by studying some geometric properties of Mandelbrot percolation and random cut-out sets. The second part focuses on key concepts and principles in estimation and hypothesis testing, as well as concentration inequalities and asymptotic theory to evaluate the properties of statistical methods. The course covers topics from both frequentist statistics and Bayesian statistics, as well as fundamentals of statistical decision theory.

Course Literature.
Part 1:
David Williams (1991). Probability with martingales. Cambridge University Press.
K. B. Athreya & P. E. Ney (1972). Branching processes. Springer-Vlg.

Part 2:
Robert Keener (2010) Theoretical Statistics: Topics for a Core Course. Springer.

Location
All lectures are held in Ång/64119.

Schedule
Part 1 (Sascha):

  • Mon 10 Feb 13:15 – 15:00
  • Wed 12 Feb 15:15 – 17:00
  • Mon 17 Feb 13:15 – 15:00
  • Thu 27 Feb 15:15 – 17:00
  • Thu 06 Mar 15:15 – 17:00
  • Fri 07 Mar 13:15 – 15:00
  • Wed 12 Mar 10:15 – 12:00
  • Thu 13 Mar 15:15 – 17:00
  • Mon 17 Mar 13:15 – 15:00
  • Wed 19 Mar 13:15 – 15:00

Part 2 (Shaobo):

  • Mon 24 Mar 10:00 – 12:00
  • Mon 31 Mar 10:00 – 12:00
  • Tue 8 Apr 13:00 – 15:00
  • Fri 11 Apr 13:00 – 15:00
  • Mon 14 Apr 10:00 – 12:00
  • Wed 16 Apr 13:00 – 15:00
  • Tue 22 Apr 13:00 – 15:00
  • Mon 28 Apr 13:00 – 15:00
  • Mon 5 May 13:00 – 15:00
  • Wed 7 May 15:00 – 17:00

Miscellaneous
There is no Studium/Canvas page, so if you want to attend, please attend! For any other questions, feel free to contact Shaobo or me.