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title: "Empirical Processes Reading Group\n"

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<h1>Empirical Processes Reading Group
</h1>

*2022 Spring, University of Southampton*




:::success

In this reading group we are interested in the theory of empirical processes (EP) and it's applications in time series and statistical machine learning.


We will mainly go through the lecture notes by ++[Bodhi Sen](http://www.stat.columbia.edu/~bodhi/Bodhi/Welcome.html)++ from Columbia: ++[**A Gentle Introduction to Empirical Process Theory and Applications**](http://www.stat.columbia.edu/~bodhi/Talks/Emp-Proc-Lecture-Notes.pdf)++.

We will also have a read on relevant research papers at some point. You are more than welcome to suggest papers related to your research topics. 

:::


- Coordinator: [Chao Zheng](https://www.personal.soton.ac.uk/cz1y20/)
- [Join our Microsoft Teams Group](https://teams.microsoft.com/l/team/19%3ajuMgMyrXZ2myNKmFU3bfv6_8HK_8YslTUQNJxHwOkx81%40thread.tacv2/conversations?groupId=343691ce-de1d-47cc-be79-f7ebfd6da135&tenantId=4a5378f9-29f4-4d3e-be89-669d03ada9d8)



 This reading group is hybrid --- we will meet weekly on **Friday 4-5 pm**, both at  **5001/B54** (in-person) and  via **MS Teams** (online). Feel free to choose your preferred method to join in.

- [Link to join the meetings via MS Teams](https://teams.microsoft.com/l/meetup-join/19%3ajuMgMyrXZ2myNKmFU3bfv6_8HK_8YslTUQNJxHwOkx81%40thread.tacv2/1646315703542?context=%7b%22Tid%22%3a%224a5378f9-29f4-4d3e-be89-669d03ada9d8%22%2c%22Oid%22%3a%22758cc7d0-3e91-4fd7-aef9-8931e7112dfb%22%7d) 

Timetable
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Below is a provisional timetable . Some chapters are quite challenging to be finished in just one session, we will make changes accordingly. ++Please check this website regularly for the most up-to-date arrangement.++

| Date      | Topic    | Presenter  | Discussant   |      Materials             |
| --------  | -------- | :--------: | :--------:   | ---------------       | 
|  11 Mar   |   Chapter 1. Introduction to EP    |   Chao  | Fangsheng   |  |
|   18 Mar  |  Chapter 2. Complexity of function class | Lulu |Chao
|   25 Mar  |   Chapter 3. Glivenko-Cantelli (GC) classes I  |  Shubin | 
|    01 Apr |   Chapter 3. Glivenko-Cantelli (GC) classes II  | Faridah   | 
|   08 Apr  |   Chapter 4. Chaining and uniform entropy  | Baiyu | 
|           |       &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; :tada: :desert_island:  Easter Break :clinking_glasses:  :beers: :tropical_drink:  |
|   22 Apr  |   Chapter 5. Rates of convergence of M-estimators  |   | 
|   29 Apr  |   Chapter 6. Infinite dimensional parameters  |   | 
|   06 May  |   Chapter 7.  Vapnik-Cervonenkis (VC) classes |   | 
|  13 May   |   Chapter 8.  Talagrand’s inequality  |   | 
|  20 May   |   Chapter 11.  Donsker classes  |   | 
|  27 May   |   Chapter 12.  Limiting distribution of M-estimators |   | 
|   03 Jun  |   Chapter 13.  Concentration inequalities|   | 


Group Members
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- Prof. Zudi Lu  (<z.lu@soton.ac.uk>) 
- Prof. Hou-Duo Qi  (<hdqi@soton.ac.uk>)    
- Dr. Chao Zheng (<chao.zheng@soton.ac.uk>) 
- Dr. Fangsheng Ge  (<f.ge@soton.ac.uk>)
- Dr. Rong Peng (<rong.peng@ed.ac.uk>)
- Dr. Xiaohang Ren (<domrxh@outlook.com>)
- Lulu Wang (<lulu.wang@soton.ac.uk>)
- Shubin Wu (<sw6y19@soton.ac.uk>)
- Faridah Alruwaili （<f.alruwaili@soton.ac.uk>）
- Baiyu Wang (<bw1g21@soton.ac.uk>)
- Yan Zhang (<yz4u18@soton.ac.uk>)
- Qiangqiang Zhu (<qz6u21@soton.ac.uk>)

> Anyone interested in the topics of EP theory and applications are welcome (even if you are not based at Southampton). If you want to join the reading group, please do not hesitate to contact [Chao Zheng](https://www.personal.soton.ac.uk/cz1y20/). 

Roles of Presenter and Discussant
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If it is your first time attend a reading group, you might find the following documents helpful:

- [reading group tips](https://docs.google.com/document/d/1KqtfhKbePLfSsJ-_hR6kBditC0uMSo0BXAZP5Mm_hPw/edit) by Lester Mackey and Percy Liang.



We will have one people (<font color="#3ABF78">presenter</font>) present the main contents and another people (<font color="#7733FF">discussant</font>) raise questions and lead the discussion.  

- **<font color="#3ABF78">As a presenter</font>**:  you should have an in-depth reading and develop a solid understanding of all the details in the assigned topic. You should prepare well, and make sure you deliver a logically clear and technically accessible presentation.  In short words, it is your job to have everyone in the meeting understand the main ideas of the reading. Beside above lecture notes, you may also find the following supplementary references helpful for preparing your presentation.

- **<font color="#7733FF">As a discussant</font>**: you should be more familiar with the content than if you were simply in the group. You don’t need to know everything. You can pause the presentation, ask questions (to the presenter or to the audience), and facilitate discussions. It is your job to help the presenter to have everyone (yourself included!) in the meeting understand the main ideas of the reading and having learned something.


Before each session, although not compulsory I would recommend following amount of time spent on reading:
-  <font color="#3ABF78">Presenter</font>: > 10  hours;
- <font color="#7733FF">Discussant</font>: 5 hours;
- <font color="#FFBD33">General audience</font>: 2 hours.

> If you encounter any problem during your reading，feel free to discuss with me or other staff members. 

Supplementary References
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1. **Weak Convergence and Empirical Processes.** Aad van der Vaart and Jon Wellner, *Springer*, 1996.
2. [**Empirical Processes: Theory and Application.**](http://sites.stat.washington.edu/people/jaw/RESEARCH/TALKS/Delft/emp-proc-delft-big.pdf
 )  Jon Wellner, *lecture notes*, 2005
3. **Empirical Processes in M-Estimation.** Sara van de Geer, *Cambridge Press*, 2000. 
4.  [**Empirical Processes: Theory and Application.**](http://www.stat.yale.edu/~pollard/Books/Iowa/Iowa-notes.pdf)  David Pollard, 1990 
5.  [**Introduction to Empirical Processes and Semiparametric Inference.**](http://www.bios.unc.edu/~kosorok/current.pdf)  Michael Kosorok, *Springer*, 2008. 
7.  [**Lecture Notes on Empirical Process Theory.**](http://drive.google.com/file/d/0B7C_CufYq6j6QU5rblF2Yl85d3c/view?resourcekey=0-ItZa4Z1yrAGhUa7scVo_aw) Kengo Kato, *lecture notes*, 2019.
8.  **Empirical Processes with Applications in Statistics.** Galen Shorack and Jon Wellner, *Wiley*, 1986
9.  **Empirical Process Techniques for Dependent Data.** Herold Dehling, Thomas Mikosch and Michael Sørensen, *Springer*, 2002.
10. [**Mathematical Foundations of Infinite-Dimensional Statistical Models.**](http://www.statslab.cam.ac.uk/~nickl/Site/__files/FULLPDF.pdf) Evarist Gine and Richard Nickl, *Cambridge Press*, 2016.




<!-- **<font color="#f00">Compulsory</font>** biweekly meeting on <font color="#f00">Tuesday 14:00-16:00</font>, starting from 1st February 2022, in following types:
- <font color="#7733FF">++group meeting++ </font>(report your progress in 15-20 minutes), *Location: 5001/B54*
- <font color="#FC33FF">++individual discussion meeting++ </font>(research supervision meeting)，*Location: 9001/B54 or Online*

<font color="#3ABF78">**Optional** ++drop-in session++ </font> every other week on the Tuesday 14:00-16:00, starting from 8th February 2022 (providing more opportunities for discussing and asking questions), *Location: 9001/B54 or Online*. -->






Slides/ Handouts/ Notes / Minutes
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If you have created any slides, handouts, notes, or minutes for the reading/presentation, please send them over to be posted here.



Video Recordings
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tba

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<h6 style="text-align: center;"><font size="-2">Webpage maintained by Chao Zheng, last updated on 02 March, 2022</font></h6>


