Prob 140 · Probability for Data Science

Week 0 Overview

Getting Started

Before January 21

Week 1

Introduction

1/20-1/24

Week 2

Symmetry and random counts

1/27-1/31

Week 3

Poissonization and Expectation

2/3-2/7

Week 4

Expectation and conditioning

2/10-2/14

Week 5

Markov Chains

2/17-2/21

Week 6

MCMC

2/24-2/28

Week 7

Midterm and Variance

3/2-3/6

Week 8

Covariance; Central Limit Theorem

3/9-3/13

Week 9

Continuous Distributions

3/16-3/20

Week

Spring Break

3/23-3/27

Week 10

The Normal and Gamma Families

3/30-4/3

Week 11

MGFs, MLE, and MAP

4/6-4/10

Week 12

Beta-Binomial and Prediction

4/13-4/17

Week 13

The multivariate normal and correlation

4/20-4/24

Week 14

Regression

4/27-5/1

Week 16

RRR Week

5/4-5/8

Week 17

Finals Week

5/11-5/15

Week	Date	Content	Prep & Assignments
1	Tues 1/21	Lecture 1: Probability — axioms, rules, approximation	Weeks 1 & 2 Guide Lab 1: Simple Random Samples (Due 1/26 at 12:00PM noon) HW 1 (Due 1/28 at 12:00PM noon)
	Wed 1/22	Discussion
	Thurs 1/23	Lecture 2: Random variables — distributions, equality, conditioning
	Fri 1/24	Discussion
2	Tue 1/28	Lecture 3: Symmetry and collections of events	Weeks 1 & 2 Guide Lab 2:Total Variation (Due 2/2 at 12:00PM noon) HW 2 (Due 2/4 at 12:00PM noon)
	Wed 1/29	Discussion
	Thu 1/30	Lecture 4: Binomial and related counts; a Poisson limit
	Fri 1/31	Discussion
3	Tue 2/4	Lecture 5: Independence and Poissonization	Weeks 3 & 4 Guide Lab 3: Expectation of Discrete Order Statistics (Due 2/9 at 12:00PM noon) HW 3 (Due 2/11 at 12:00PM noon)
	Wed 2/5	QUIZ 1
	Thu 2/6	Lecture 6: Expectation
	Fri 2/7	Discussion
4	Tue 2/11	Lecture 7: Expectation and additivity	Weeks 3 & 4 Guide Lab 4: Success Runs and Other Patterns (Due 2/23 at 12:00PM noon) HW 4 (Due 2/18 at 12:00PM noon)
	Wed 2/12	Discussion
	Thu 2/13	Lecture 8: Expectation by conditioning
	Fri 2/14	Discussion
5	Tue 2/18	Lecture 9: Long run behavior of Markov Chains	Weeks 5 & 6 Guide Lab 4: Success Runs and Other Patterns (Due 2/23 at 12:00PM noon) Homework 5 (Due 2/25 at 12:00PM noon)
	Wed 2/19	Discussion
	Thu 2/20	Lecture 10: Balance
	Fri 2/21	Discussion
6	Tue 2/25	Lecture 11: Markov Chain Monte Carlo	Weeks 5 & 6 Guide Midterm Contents Lab 5: Codebreaking by MCMC (Due 3/1 at 12:00PM noon)
	Wed 2/26	Discussion
	Thu 2/27	Lecture 12: Examples as review
	Fri 2/28	Discussion
7	Tue 3/3	MIDTERM	Homework 6 (Due 3/10 at 12:00PM noon) Weeks 7-9 Guide
	Wed 3/4	No Discussion
	Thu 3/5	Lecture 13: SD, tail bounds
	Fri 10/11	Discussion
8	Tue 3/10	Covariance and its uses (Part 1) (Part 2) (Part 3) (Part 4)	Weeks 7-9 Guide Homework 7 (Due 3/20 at 12:00PM noon) Lab 6: Decisions Based on Ranks (Due 3/20 at 12:00PM noon)
	Wed 3/11	Discussion
	Thu 3/12	Central Limit Theorem (Part 5) (Part 6) (Part 7) (Part 8)
	Fri 3/13	Discussion
9	Tue 3/17	Probability densities (Part 1) (Part 2) (Part 3) (Part 4)	Weeks 7-9 Guide Homework 8 (Due 3/31 at 12:00PM noon) Lab 7: Densities and SymPy (Due 4/5 at 12:00PM noon)
	Wed 3/18	Discussion
	Thu 3/19	Transformations (Part 5) (Part 6) (Part 7)
	Fri 3/20	Discussion
	Tue 3/24
	Wed 3/25
	Thu 3/26
	Fri 3/27
10	Tue 3/31	Joint densities (Part 1) (Part 2) (Part 3) (Part 4) (Part 5) (Part 6) (Part 7)	Homework 9 (Due 4/7 at 12:00PM noon) Week 10 Checkpoint
	Wed 4/1	Problem Solving Sessions (Videos)
	Thu 4/2	Independent normal and gamma variables (Part 8) (Part 9) (Part 10)
	Fri 4/3	Problem Solving Sessions (Videos)
11	Tue 4/7	Moment generating functions; Chernoff bound (Part 1) (Part 2) (Part 3)	Week 11 Checkpoint (Due 4/9 at 11:59PM) Homework 10 (Due 4/14 at 12:00PM noon) Lab 8: Poisson Process (Due 4/19 at 12:00PM noon)
	Wed 4/8	Problem Solving Sessions (Videos)
	Thu 4/9	MLE and MAP (Part 4) (Part 5)
	Fri 4/10	Problem Solving Sessions (Videos)
12	Tue 4/14	The Beta and the Binomial (Part 1) (Part 2)	Week 12 Checkpoint (Due 4/16 at 11:59PM) Homework 11 (Due 4/21 at 12:00PM noon) Lab 8: Poisson Process (Due 4/19 at 12:00PM noon)
	Wed 4/15	Problem Solving Sessions (Videos) (Videos Part 2)
	Thu 4/16	Prediction and error (Part 3) (Part 4) (Part 5)
	Fri 4/17	Problem Solving Sessions (Videos)
13	Tue 4/21	Random vectors; multivariate normal (Part 1) (Part 2)	Week 13 Checkpoint (Due 4/23 at 11:59PM) Homework 12 (Due 4/28 at 12:00PM noon) Lab 9: Introduction to Jointly Normal Vectors (Due 5/3 at 12:00PM noon, Extra Credit if submitted by 4/26 at 12:00PM noon)
	Wed 4/22	Problem Solving Sessions (Videos)
	Thu 4/23	Correlation and simple regression (Part 3) (Part 4) (Part 5)
	Fri 4/24	Problem Solving Sessions (Videos)
14	Tue 4/28	Multiple regression (Part 1) (Part 2) (Part 3)	Scope of Final Assessments Parts I and II Final Assessment Part I
	Wed 4/29	Topical Review Sessions
	Thu 4/30	Multiple regression (Part 4) (Part 5) (Part 6)
	Fri 5/1	Problem Solving Videos (Videos)
16	Tue 5/5
17	Fri 5/15	FINAL EXAM (7PM to 10PM)