Lec. |
Date
| (Tentative) Topics
| Reading and exercises
| Handouts/Homework
| Instructor
|
1 |
Th, Jan 19 |
Introduction
Slides with notes
|
|
General Course Information,
Collaboration and Honesty Policy,
Instructions for
Setting up for programming assignments,
HW1 out
|
SR+TJ |
2 |
Tu, Jan 24 |
Probability cast: sample spaces, events, probability function.
Slides with notes
|
LLM 17.1-17.2, P 1.1-1.2 |
|
SR |
3 |
Th, Jan 26 |
Probability axioms and rules. Computing probabilities.
Slides with notes
|
LLM 17.3,17.5, P 1.3,2 |
HW1 due, HW2 out; watch the video about
non-transitive dice before discussions |
TJ |
4 |
Tu, Jan 31 |
Tree diagrams.
Slides with notes
|
|
SR |
5 |
Th, Feb 2 |
Continuous probability spaces
Slides with notes
|
HW2 due, HW3 out |
SR |
6 |
Tu, Feb 7 |
Different kinds of sample spaces. Random variables: definition and
examples.
Slides with notes
|
LLM 19.1, 19.3, P 3.1.1-3.1.3,3.1.6, P 3.2.1, 4.0-4.1 MIT
notes |
|
TJ |
7 |
Th, Feb 9 |
PMF, CDF and PDF.
Slides with notes
|
HW3 due, HW4 out |
TJ |
8 |
Tu, Feb 14 |
Conditional probability: motivation, definition.
Slides with notes
|
LMM 18.2-18.5, 18.7; P 1.4.0-1.4.1,1.4.5 |
|
TJ |
9 |
Th, Feb 16 |
Conditional probability: tree diagrams, product rule, law of total
probability. Independent events.
Slides with notes
|
HW4 due, HW5 out |
TJ |
|
Tu, Feb 21 |
Monday Schedule |
10 |
Th, Feb 23 |
Independent events, Bayes' Rule
Slides with notes
|
LLM 18.7, 18.9, P 1.4 |
HW5 due, HW6 out |
TJ |
11 |
Tu, Feb 28 |
Bayes' Rule. Review.
Slides with notes |
LLM 18.8, 19.2, P 1.4.1, 3.1.4 |
|
SR |
12 |
Th, Mar 2 |
Pairwise and Mutual Independence
Slides with notes |
|
HW6 due, practice midterm problems out. Practice midterm solutions are posted (on Friday) |
SR |
|
March 4-12 |
Spring Recess |
13 |
Tu, Mar 14 |
Review: Presentation of practice midterm solutions
|
|
|
TJ |
|
Wed, Mar 15 |
Evening Midterm Exam: 6:30pm-8:30pm in CGS
129 |
14 |
Th, Mar 16 |
Independence of random variables
Slides with notes |
|
HW7 out |
SR |
15 |
Tu, Mar 21 |
Finish independence of random variables. Expectation
Slides with notes |
LLM 19.4-19.5, P 3.2.2 |
|
SR |
16 |
Th, Mar 23 |
Expectation and infinite sums. Linearity of
Expectation.
Slides with notes |
HW7 due, HW8 out |
SR |
17 |
Tu, Mar 28 |
Expectation of continuous random variables.
Conditional expectation. Law of Total Expectation.
Slides with notes
|
LLM 20.2, 20.3 |
|
TJ |
18 |
Th, Mar 30 |
Linearity of conditional expectation. Variance.
Standard deviation. Variance properties
Slides with notes
Let's play a game - Python codes
|
LLM 19.3.1, 19.3.2, 19.3.4, P 3.1.5 |
HW8 due, HW9 out |
TJ |
19 |
Tu, Apr 4 |
Discrete distributions: Bernoulli, Uniform, Binomial, Geometric, Negative
Binomial
Slides with notes
Discrete distributions - Python code
|
LLM 19.4.6, P 3.1.5 |
|
TJ |
20 |
Th, Apr 6 |
Coupon Collector. Reservoir Sampling.
Slides with notes |
LLM 19.5.4 |
HW09 due, HW10 out |
SR |
21 |
Tu, Apr 11 |
Markov and Chebyshev inequalities, estimation by sampling
Slides with notes |
LLM 20.1, 20.2, 20.3.5, 20.4 |
|
SR |
22 |
Th, Apr 13 |
Applications of Markov and Chebyshev's inequalities
Slides with notes |
HW10 due, HW11 out |
SR |
23 |
Tu, Apr 18 |
Continuous distributions I: Uniform, Normal
Slides with notes
|
P 4.2.3 |
|
TJ |
24 |
Th, Apr 20 |
Continuous distributions II: Exponential and Poisson Process
Slides with notes
|
P 4.2.2;
P
11.1.2
|
HW11 due, HW 12 out |
TJ |
25 |
Tu, Apr 25 |
Probability in algorithms (Bucket Sort)
Slides with notes
|
|
|
SR |
26 |
Th, Apr 27 |
Probabalistic Data Structures: Hash Tables and Bloom Filters; Sublinear-time Algorithms
Slides with notes
|
|
HW12 due |
SR |
27 |
Tu, May 2 |
Review |
|
|
TJ |
|
May 8-12 |
Final Exams: Mon, May 8, 3pm-5pm (for Section A1) and
Wed, May 10, 3pm-5pm (for Section B1) |