Statistics Topics¶
Estimators
Bias, Variance, MSE
Cramer-Rao bound
Information Geometry
Sufficiency
Consistency
Asymptotic Properties
Maximum likelihood
Bias-Variance Tradeoff
Goodness of fit
chi-square test
other tests
anomoly detection
Hypothesis Testing
Simple vs. Compound hypotheses
Nuisance Parameters
TypeI and TypeII error
Test statistics
Neyman-Pearson Lemma
Connection to classification
multiple testing
look elsewhere effect
Family wise error rate
False Discovery Rate
Confidence Intervals
Interpretation
Coverage
Power
No UMPU Tests
Neyman-Construction
Likelihood-Ratio tests
Profile likelihood
Profile construction
Asymptotic Properties of Likelihood Ratio
Bayesian Model Selection
Bayes Factors
BIC, etc.
Bayesian Credible Intervals
Interpretation
Metropolis Hastings
Variational Inference
LDA
Causal Inference
Statistical Decision Theory
Experimental Design
Expected Information Gain
Bayesian Optimization