Nonparametric Inference Tutorial

This is the web page to accompany the nonparametric inference tutorial at the SAMSI Opening Workshop for the Astrostatistics Program.

The tutorial took place on January 21 and 22, 2006, led by Larry Wasserman and Chad Schafer, members of the International Computational Astrostatistics Group.

You can get the slides we used here. We are going to fix some of the typos we found and repost soon.

Topics include:

General Concepts of Smoothing
Bias-Variance Tradeoff
Linear Smoothers
Cross Validation
Local Polynomial Regression, Kernels and Splines
Confidence Bands
Multiple Regression
Density Estimation
Orthogonal Functions
Wavelets
Measurement Error
Inverse Probems
Classification

IMPORTANT:Things to do Prior to the Tutorial

The tutorial will include an overview of how to use the R statistical package to utilize the nonparametric methods. Although not necessary, participants would find it helpful to bring a laptop computer set up with the necessary software and files:

Install R on your laptop. You can find R at the R project main page.
Install required packages. Once you have installed R, start it up, and choose "Install package(s) from CRAN..." from under the "Packages" menu. Choose each of the following packages from the list:
- fda
- locfit
- tree
- wavethresh
We will be using these during the tutorial.
Download these files to your computer.