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Course: STAT 36600
Title: Decision Theory
Instructor(s): Chao Gao
Teaching Assistant(s): TBA
Class Schedule: Sec 01: MW 1:00–2:20 PM in Jones 226
Office Hours:  
Course Homepage: Course Home Page
Textbook(s): None
Description: The course covers statistical decision theory with examples drawn from modern high-dimensional and nonparametric estimation. Topics that will be covered include basic information theory, decision theory, asymptotic equivalence, Gaussian sequence model, sparse regression, model selection, aggregation, and large covariance matrix estimation. Lower bound techniques such as Bayes, Le Cam, and Fano’s methods will be taught.

Prerequisite(s): STAT 30100