STATS 606

Problem sets

Problem sets are assigned on Mondays and due at noon ET the following Monday. Please upload

  1. a PDF file containing your solutions,
  2. a Jupyter notebook containing your (properly commented) code that reproduces any computer output in the solutions

to Canvas. You must typeset your solutions; if your solutions are handwritten, 1 pt will be deducted from your problem set grade. To help you get started, here is a LaTeX template for typesetting your problem sets solutions. You are encouraged to collaborate on problem sets with classmates, but the final write-up (including any code) must be your own. If you need an extension on a problem set, you must contact the course staff at least 24 hours before the due date. We do NOT accept late problem sets.

Drafts of future problems sets may be posted, but they are subject to change (up till the Friday before their due date). If you find any errors in the problem sets, please let us know.

Due date Problem set
Jan 24 BV† 2.15, 2.25
Feb 10 BV 3.24, 3.42, A3.2‡
Feb 17 BV 4.28, A4.31
Feb 24 BV 4.13, 4.45
Mar 17 exercise at the end of the Entropy maximization notes

†BV refers to Boyd and Vandenberghe’s book on convex optimization.

‡The prefix A refers to additional exercises for BV.