Fall 2019 - Ani Adhikari
Fall 2019 - Ani Adhikari
| 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) |
| 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 |
|
| 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 |
|
| 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 |
|
| Wed 12/4 | Discussion | ||
| Thu 12/5 | Lecture 27: Multiple regression | ||
| Fri 12/6 | Discussion | ||
| 16 | Tue 12/10 | Final review | |
| 17 | Thu 12/19 | FINAL EXAM (11:30 a.m. to 2:30 p.m.) | |