Week | Content | Assignments |
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)
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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)
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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)
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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)
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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)
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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)
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7 |
Midterm on 2/28 Covariance and its uses Week 7 Study Guide |
Midterm Scope
Homework 7 (Due 3/6 at 11:59PM)
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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)
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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)
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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)
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Spring Break |
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11 |
MLE; conditioning; MAP Estimates The beta and the binomial Week 11 Study Guide |
Homework 11 (Due 4/10 at 11:59PM)
Lab 6: Poisson Process (Part B Due 4/10 at 11:59PM)
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12 |
Prediction and Error Variance by conditioning Week 12 Study Guide |
Homework 12 (Due 4/17 at 11:59PM)
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13 |
Random vectors; multivariate normal Quiz 3 on 4/19 Correlation and simple regression Week 13 Study Guide |
Homework 13 (Due 4/24 at 11:59PM)
Lab 7: Introduction to Jointly Normal Vectors (Due 4/24 at 11:59PM)
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14 |
Multiple regression Week 14 Study Guide |
Homework 14 (Due 5/1 at 11:59PM)
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15 |
RRR Week |
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16 |
Final Exam on 5/11, 3 PM - 6 PM |
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