Week 0 Overview

Getting Started

Week 6

Markov Chain Monte Carlo and Standard Deviation

Week 7

Variance and Covariance

Week 8

The Central Limit Theorem and Continuous Random Variables

WeekContentAssignments
1 Probability: axioms, rules, approximation
Random variables: distributions, equality, conditioning
Week 1 Study Guide
Homework 1 (Due 1/23 at 11:59PM)
Lab 1: Birthday Attack (Due 1/23 at 11:59PM)
2 Symmetry and collections of events
Binomial and related counts; a Poisson limit
Week 2 Study Guide
Homework 2 (Due 1/30 at 11:59 PM)
Lab 2: Total Variation (Part A due 1/30 at 11:59 PM)
3 Independence and Poissonization
Quiz 1 on 2/1
Expectation
Week 3 Study Guide
Homework 3 (Due 2/6 at 11:59PM)
Lab 2: Total Variation (Part B due 2/6 at 11:59PM)
4 Expectation and additivity
Expectation by conditioning
Week 4 Study Guide
Homework 4 (Due 2/13 at 11:59PM)
Lab 3: Chinese Restaurant Process (Part A due 2/13 at 11:59PM)
5 Long run behavior of Markov chains
Balance
Week 5 Study Guide
Homework 5 (Due 2/21 at noon)
Lab 3: Chinese Restaurant Process (Part B due 2/21 at noon)
6 Markov Chain Monte Carlo
Standard deviation and tail bounds
Week 6 Study Guide
Homework 6 (Due 2/27 at 5:00 PM)
Lab 4: Code Breaking by MCMC (Due 2/27 at 5:00 PM)
7 Midterm on 2/28
Covariance and its uses
Week 7 Study Guide
Midterm Scope
Homework 7 (Due 3/6 at 11:59PM)
8 Central Limit Theorem
Probability densities
Week 8 Study Guide
Homework 8 (Due 3/13 at 11:59PM)
Lab 5: Densities and Transformations (Part A Due 3/13 at 11:59PM)
9 Transformations
Joint densities
Week 9 Study Guide
Homework 9 (Due 3/20 at 11:59PM)
Lab 5: Densities and Transformations (Part B due 3/20 at 11:59PM)
10 Independent normal and gamma variables
Quiz 2 on 3/22
Moment generating functions; the Chernoff bound
Week 10 Study Guide
Homework 10 (Due 4/3 at 11:59PM)
Lab 6: Poisson Process (Part A due 4/3 at 11:59PM)
Spring Break
11 MLE; conditioning; MAP Estimates
The beta and the binomial
12 Prediction and Error
Quiz 3 on 4/12
Variance by conditioning
13 Random vectors; multivariate normal
Correlation and simple regression
14 Multiple regression
15 RRR Week
16 Final Exam on 5/11, 3 PM - 6 PM