Data 140 · Probability for Data Science

Week 0 Overview

Getting Started

Before January 17

Math Prereqs

Week 1

Introduction

1/17-1/20

Week 2

Symmetry and Random Counts

1/23-1/27

Week 3

Poissonization and Expectation

1/30-2/3

Week 4

Expectation

2/6-2/10

Week 5

Markov Chains

2/13-2/17

Week 6

Markov Chain Monte Carlo and Standard Deviation

2/21-2/24

Week 7

Variance and Covariance

2/27-3/3

Week 8

The Central Limit Theorem and Continuous Random Variables

3/6-3/10

Week 9

Transformations and Joint Densities

3/13-3/17

Week 10

The Normal & Gamma Families and MGFs

3/20-3/24

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)
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