The University of Chicago
Department of Statistics
Course Announcement
Autumn Quarter 1999
Statistics 370
Algebraic Methods in Statistics
TTh
9:00-10:20 AM
Eckhart 117
Peter McCullagh
The aim of this course is to shed light on certain statistical constructs
and procedures by explaining them in purely algebraic terms. Examples include
residuals and REML; covariance functions and variograms; factors and factorial
models, marginality, analysis of variance; type~III sum of squares and
related follies; nested designs; homologous factors; and exchangeability.
Prerequisites:
Topics include:
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Linear models: first-order theory
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Random vectors and expectation
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Vectors and vector spaces, vector span, subspace
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Residuals and interaction: coset and quotient space
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The statistical units $U$ the vector space $R^U$
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Linear functionals, measures and the dual space
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Functions on the dual space: moment and cumulant generating function
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Legendre transform
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Dual of a subspace; dual of a quotient
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Direct sum and vector span
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Basis vectors; components of a vector; index notation; Change of basis
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Linear transformation; Injective maps and inverse maps
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Matrices and generalized inverse matrices
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Adjoint linear transformation
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Tensor products; cumulants;
Inner product spaces
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Orthogonality
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Projection and least squares estimation;
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Subspace and orthogonal complement;
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Balanced designs and analysis of variance;
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Dual inner product;
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Inner product on a subspace;
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Inner product on a quotient space;
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Lebesgue measure
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Residuals and REML
Representations and factorial models
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Invertible maps on $\Omega$ permutations
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Injective maps $\Omega$ -> $\Omega'$ the category Inj;
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Surjective maps $\Omage$ to $\Omega'$ the category Surj;
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Representations: Factors and the representation $R^\Omega$
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Sub-representations; quotient representations;
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Natural transformation (link function); homomorphism;
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Product category and tensor product representations;
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Sub-representations; Factorial models; Analysis of variance;
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Homologous factors and diallel-cross models;
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Exchangeability and invariant measures
August 1999