Exercises for Tue Apr 17

1. On Tue April 10 I spent time on two "supplementary dimensions" of the BNP course -- (A), how to use the machinery to demonstrate that certain estimators or tests or decision functions have good performance properties, and (B) how to use the new tools and machines and probabilistic constructions to build new models. I went into minimaxity estimators and survival type models based on Gamma processes.

2. I've extended the Lecture Notes & Exercises Notes, and there is a 42 page "version 0.69" uploaded to the course site Fri 13th evening.

3. Exercises for next week: from this extended exercises set, do #24, on the biggest jumps of Gamma processes, with ensuing models; and then the minimaxity exercises 42, 43, 44, 45, 46. These include genuine nonparametric minimaxity estimators, e.g. for a distribution function.

4. On Tue Apr 17 I also continue with Gaussian nonparametric regression.