Prob 140 · Probability for Data Science

Week 0 Overview

Getting Started

Before August 28

Week 1

Introduction

8/29-8/30

Week 2

Random variables and symmetry

9/2-9/6

Week 3

Random counts and Poissonization

9/9-9/13

Week 4

Expectation

9/16-9/20

Week 5

Conditioning and Markov Chains

9/23-9/27

Week 6

MCMC

9/30-10/4

Week 7

Variance and Covariance

10/7-10/11

Week 8

Variance and Covariance; Central Limit Theorem

10/14-10/18

Week 9

Continuous Distributions

10/21-10/25

Week 10

Working with continuous distributions

10/28-11/1

Week 11

The Normal and Gamma Families

11/4-11/8

Week 12

MLE, MAP, and the Beta Family

11/11-11/15

Week 13

Beta-Binomial and Prediction

11/18-11/22

Week 14

Multivariate Normal Distribution

11/25-11/29

Week 15

Regression

12/2-12/6

Week 16

RRR Week

12/9-12/13

Final Practice

Week 17

Finals Week

12/16-12/20

Week	Date	Content	Prep & Assignments
1	Thurs 8/29	Lecture 1: Probability — axioms, rules, approximation	Week 1 Guide HW 1 (Due 9/03 at 12:00PM noon)
1	Fri 8/30	Discussion
2	Tue 9/3	Lecture 2: Random variables - distributions, conditioning, equality	Week 2 Guide Lab 1: Simple Random Samples (Due 9/08 at 12:00PM noon) HW 2 (Due 9/10 at 12:00PM noon)
	Wed 9/4	Discussion
	Thu 9/5	Lecture 3: Symmetry and collections of events
	Fri 9/6	Discussion
3	Tue 9/10	Lecture 4: Binomial and related counts; a Poisson limit	Week 3 Guide Lab 2: Total Variation (Due 9/15 at 12:00PM noon) HW 3 (Due 9/17 at 12:00PM noon)
	Wed 9/11	QUIZ 1
	Thu 9/12	Lecture 5: Independence and Poissonization
	Fri 9/13	Discussion
4	Tue 9/17	Lecture 6: Expectation and additivity	Week 4 Guide Lab 3: Expectation of Discrete Order Statistics (Due 9/22 at 12:00PM noon) HW 4 (Due 9/24 at 12:00PM noon)
	Wed 9/18	Discussion
	Thu 9/19	Lecture 7: More properties of expectation
	Fri 9/20	Discussion
5	Tue 9/24	Lecture 8: Expectation by conditioning	Week 5 Guide Lab 4: Success Runs and Other Patterns (Due 9/29 at 12:00PM noon) Homework 5 (Due 10/1 at 12:00PM noon)
	Wed 9/25	Discussion
	Thu 9/26	Lecture 9: Long run behavior of Markov Chains
	Fri 9/27	Discussion
6	Tue 10/1	Lecture 10: Balance	Week 6 Guide Midterm Contents Lab 5: Codebreaking by MCMC (Due 10/6 at 12:00PM noon) Homework 6 (Due 10/8 at 12:00PM noon)
	Wed 10/2	Discussion
	Thu 10/3	Lecture 11: Markov Chain Monte Carlo
	Fri 10/4	Discussion
7	Tue 10/8	Lecture 12: SD and tail bounds	Midterm Contents Homework 7 (Due 10/22 at 12:00PM noon)
	Wed 10/9	Discussion
	Thu 10/10	No lecture: Class cancelled
	Fri 10/11	Discussion
8	Tue 10/15	Lecture 13: Covariance and its uses	Week 8 Guide Homework 7 (Due 10/22 at 12:00PM noon) Lab 6: Decisions Based on Ranks (Due 10/20 at 12:00PM noon)
	Wed 10/16	Discussion
	Thu 10/17	Lecture 14: Central Limit Theorem
	Fri 10/18	Discussion
9	Tue 10/22	Midterm (in class)	Week 9 Guide Homework 8 (Due 10/29 at 12:00PM noon) Lab 7: Simulation and the CDF (Due 10/27 at 12:00PM noon)
	Wed 10/23	Day off: No Discussion
	Thu 10/24	Lecture 16: Probability densities
	Fri 10/25	Discussion
10	Tue 10/29	Lecture 17: Transformations	Week 10 Guide Homework 9 (Due 11/05 at 12:00PM noon) Lab 8: Densities and SymPy (Due 11/03 at 12:00PM noon)
	Wed 10/30	Discussion
	Thu 10/31	Lecture 18: Joint densities
	Fri 11/1	Discussion
11	Tue 11/5	Lecture 19: Independent normal and gamma variables	Week 11 Guide Homework 10 (Due 11/12 at 12:00PM noon) Lab 9: Poisson Process (Due 11/17 at 12:00PM noon)
	Wed 11/6	QUIZ 2
	Thu 11/7	Lecture 20: Moment generating functions; CLT revisited; Chernoff bound
	Fri 11/8	Discussion
12	Tue 11/12	Lecture 21: MLE	Week 12 Guide Homework 11 (Due 11/19 at 12:00PM noon) Lab 9: Poisson Process (Due 11/17 at 12:00PM noon)
	Wed 11/13	Discussion
	Thu 11/14	Lecture 22: Beta family, posterior distributions, and MAP estimates
	Fri 11/15	Discussion
13	Tue 11/19	Lecture 23: The beta and the binomial	Week 13 Guide Homework 12 (Due 11/26 at 12:00PM noon) Lab 10: Chinese Restaurant Process (Due 11/24 at 12:00PM noon)
	Wed 11/20	QUIZ 3
	Thu 11/21	Lecture 24: Prediction and error
	Fri 11/22	Discussion
14	Tue 11/26	Lecture 25: Random vectors; the multivariate normal	Week 14 Guide Homework 13 (Due 12/03 at 12:00PM noon) Lab 11: Introduction to Jointly Normal Vectors (Due 12/06 at 11:59PM) Homework 14 (Due 12/08 at 12:00PM noon)
	Wed 11/27	Non-instructional Day: no Discussion
	Thu 11/28	HOLIDAY
	Fri 11/29	HOLIDAY
15	Tue 12/3	Lecture 26: Correlation and simple regression	Homework 14 (Due 12/08 at 12:00PM noon) Lab 11: Introduction to Jointly Normal Vectors (Due 12/06 at 11:59PM)
	Wed 12/4	Discussion
	Thu 12/5	Lecture 27: Multiple regression
	Fri 12/6	Discussion
16	Tue 12/10	Final review	Final Practice
17	Thu 12/19	FINAL EXAM (11:30 a.m. to 2:30 p.m.)