Spring 2020 - Ani Adhikari

Announcements! ( See All )

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 the Beta Family

4/6-4/10

Week 12

MAP and Beta-Binomial

4/13-4/17

Week 13

Prediction and the multivariate normal

4/20-4/24

Week 14

Correlation and regression

4/27-5/1

Week 16

RRR Week

5/4-5/8

Week 17

Finals Week

5/11-5/15

WeekDateContentPrep & Assignments
1 Tues 1/21 Lecture 1: Probability — axioms, rules, approximation
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
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
Wed 2/5 QUIZ 1
Thu 2/6 Lecture 6: Expectation
Fri 2/7 Discussion
4 Tue 2/11 Lecture 7: Expectation and additivity
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
Wed 2/19 Discussion
Thu 2/20 Lecture 10: Balance
Fri 2/21 Discussion
6 Tue 2/25 Lecture 11: Markov Chain Monte Carlo
Wed 2/26 Discussion
Thu 2/27 Lecture 12: Examples as review
Fri 2/28 Discussion
7 Tue 3/3 MIDTERM
Wed 3/4 No Discussion
Thu 3/5 Lecture 13: SD, tail bounds
Fri 10/11 Discussion
8 Tue 3/10 Lecture 14: Covariance and its uses
Wed 3/11 Discussion
Thu 3/12 Lecture 15: Central Limit Theorem
Fri 3/13 Discussion
9 Tue 3/17 Lecture 16: Probability densities
Wed 3/18 Discussion
Thu 3/19 Lecture 17: Transformations
Fri 3/20 Discussion
Tue 3/24
Wed 3/25
Thu 3/26
Fri 3/27
10 Tue 3/31 Lecture 18: Joint densities
Wed 4/1 QUIZ 2
Thu 4/2 Lecture 19: Independent normal and gamma variables
Fri 4/3 Discussion
11 Tue 4/7 Lecture 20: Moment generating functions; Chernoff bound
Wed 4/8 Discussion
Thu 4/9 Lecture 21: MLE; the beta family
Fri 4/10 Discussion
12 Tue 4/14 Lecture 22: Conditioning; MAP estimates
Wed 4/15 QUIZ 3
Thu 4/16 Lecture 23: The beta and the binomial
Fri 4/17 Discussion
13 Tue 4/21 Lecture 24: Prediction and error
Wed 4/22 Discussion
Thu 4/23 Lecture 25: Random vectors; multivariate normal
Fri 4/24 Discussion
14 Tue 4/28 Lecture 26: Correlation and simple regression
Wed 4/29 Discussion
Thu 4/30 Lecture 27: Multiple regression
Fri 5/1 Discussion
16 Tue 5/5
17 Fri 5/15 FINAL EXAM (7PM to 10PM)