Exercises, links to additional notes, announcements about the course, etc. will appear here.

2006 Decision theory lecture

Exercise due Thursday, 9/18

(Now including answers.) Though the MacKay assignment, plus what you should know before you start this course, should allow you to complete the two problems in the exercise, the due date is Thursday instead of Tuesday as originally announced. This will allow you to raise questions about it at the Tuesday lecture. Start work on both problems before the Tuesday lecture, so you'll know whether you have questions.

Kalman filter notes [error in regression formula fixed 9/29/08]

Decision Theory Notes Non-Error

In lecture I at one point said there must be an error on one slide. However, the slide is OK, just obscure. This explanatory note tries to make the notation of this passage that confused me clearer.

Exercise on Kalman Filter and Conditional Expectation, due Thursday, 10/2(Including answers.)

Programs and data for the exercise in R versions and Matlab versions

VAR estimation exercise, due Friday, 10/24. (Now with answers.)

Programs useful for the exercise: R versions; Octave/Matlab versions.