Stat860-2016 G. Wahba, Instructor wahba@stat.wisc.edu Most handouts will eventually find their way into the course home directory http://www.stat.wisc.edu/~wahba/stat860/ Some Technical Reports/Papers that we will be looking at can be found via my home page www.stat.wisc.edu/~wahba click on TRLIST. Book: G. Wahba, Spline Models for Observational Data, SIAM 1990. An on line (scanned) -version, chapter by chapter is available free with UW Net ID through the UW Library system at: http://epubs.siam.org.ezproxy.library.wisc.edu/doi/book/10.1137/1.9781611970128 Hard copies can be bought at bookstore.siam.org ASSIGNMENTS: Read: 1. By lect 3: read: Akhiezer and Glazman (ag) Sections 1-12, 14-16 The important part is: Section 16 p. 33 linear functional (a.k.a."bounded linear functional"), and the "Theorem of F. Riesz" Pages 1-35 of ag are in http://www.stat.wisc.edu/~wahba/stat860/pdf2/ag1.35.pdf Wahba, Spline Models for Observational Data, pgs. vii-xii. ............................... 2. By lect 5: read: ag Sections 17, 19-33: Hilbert Schmidt operators, completely continuous operators, projection operators. Pages 35-69 are in .../pdf2/ag35.69.pdf Riesz and Sz.Nagy (RN), pgs 242-246, statement of the Mercer-Hilbert-Schmidt Theorem, in .../pdf2/riesz.nagy.pdf. See see hw1note.pdf. ............................... 3. By lect 6 Aronszajn, (A) pgs 337-347 in .../pdf2/aronszajn.pdf Wahba, Spline Models for Observational Data, page1-24 and 30-34. Make a first pass through Kimeldorf and Wahba (1971) in ../pdf1/kimeldorf.wahba.pdf ......................................... (optional try some examples using the univariate smoothing spline in R) (optional browse the TRLIST via my home page and pick one or more to read. TR 1136 (2007) and TR 1079 (2003) are survey papers for a general audience. The TALKS links have some overheads for general audiences - see especially the JSM Presidents Address (Joint Statistical Meetings, 2007), IPAM 2005 Summerschool Lectures (2005), JSM 2003 Wald Lectures (TR 1080) and Interface Short Course (2000) (TR1020). JSM Presidents Address is also in the course home page in the directory "big picture". JSM Fisher Lecture (2014) is in the TALKS directory-will cover that later in the course. ............................... (non-statisticians) Review properties of the multivariate normal distribution (.../pdf2/mvnorrmaldist.pdf) as in T. W. Anderson, p27-29 (1958 edition) in (.../pdf2/anderson58.pdf) or Samuel Wilks, p169 asap Helpers: (write for appointment) Xiaowu Dai xdai26@stat.wisc.edu hzhou@stat.wisc.edu Office hours: ad hoc - catch me after class or write wahba@stat.wisc.edu for an appointment.