Prob 140 · Probability for Data Science

Week 0 Overview

Getting Started

Before August 22

Week 1

Introduction

8/22-8/24

Week 2

Working with Random Variables

8/27-8/31

Week 3

Random Counts

9/3-9/7

Week 4

Expectation

9/10-9/14

Week 5

Markov Chains

9/17-9/21

Week 6

Reversing Markov Chains

9/24-9/28

Week 7

Midterm Week

10/1-10/5

Week 8

Variance and Covariance

10/8-10/12

Week 9

Continuous Distributions

10/15-10/19

Week 10

Working with Continuous Distributions

10/22-10/26

Week 11

The Normal and Gamma Families

10/29-11/2

Week 12

An Approach to Prediction

11/5-11/9

Week 13

Least Squares Prediction

11/12-11/16

Week 14

Multivariate Normal

11/19-11/23

Week 15

Regression

11/26-11/30

Week 16

RRR Week

12/3-12/7

Week 17

Finals Week

12/10-12/14

Week	Date	Content	Prep & Assignments
1	Wed 8/22	Lecture 1: Probability: Axioms, Rules, Approximation	Week 1 Guide Lab 1: Birthday Attack (Due 8/25 noon) HW 1 (Due 8/28)
	Thu 8/23	Discussion
	Fri 8/24	Lab
2	Mon 8/27	Lecture 2: Random Variables: Distributions, Conditioning, Equality	Week 2 Guide Lab 2: Five-Card Poker (Due 9/1 noon) HW 2 (Due 9/4)
	Wed 8/29	Lecture 3: Symmetry and Collections of Events
	Thu 8/30	Discussion
	Fri 8/31	Lab
3	Mon 9/3	No Lecture (Labor Day):	Week 3 Guide Lab 3: Total Variation (Due 9/8 noon) HW 3 (Due 9/11)
	Wed 9/5	Lecture 4: Binomial and related counts; a Poisson limit
	Thu 9/6	QUIZ 1
	Fri 9/7	Lab
4	Mon 9/10	Lecture 5: Independence and Poissonization	Week 4 Guide Lab 4: Expectations of Discrete Order Statistics (Due 9/15 noon) HW 4 (Due 9/18)
	Wed 9/12	Lecture 6: Expectation and Additivity
	Thu 9/13	Discussion
	Fri 9/14	Lab
5	Mon 9/17	Lecture 7: Expectation by conditioning	Week 5 Guide Lab 5: Uniform and Size Biased Permutations (Due 9/22 noon) HW 5 (Due 9/25)
	Wed 9/19	Lecture 8: Long run behavior of Markov Chains
	Thu 9/20	QUIZ 2
	Fri 9/21	Lab
6	Mon 9/24	Lecture 9: Reversibility	Week 6 Guide Lab 6: Code Breaking by MCMC (Due 9/29 noon) HW 6 (Due 10/2)
	Wed 9/26	Lecture 10: Markov Chain Monte Carlo
	Thu 9/27	Discussion
	Fri 9/28	Lab
7	Mon 10/1	Lecture 11: Midterm Review	Midterm Prep
	Wed 10/3	MIDTERM (in class)
	Thu 10/4	Day Off
	Fri 10/5	Day Off
8	Mon 10/8	Lecture 12: SD: tail bounds, least squares	Week 8 Guide Lab 7: Decisions Based on Ranks (Due 10/13 noon) HW 7 (Due 10/16)
	Wed 10/10	Lecture 13: Covariance and its uses
	Thu 10/11	Discussion
	Fri 10/12	Lab
9	Mon 10/15	Lecture 14: Central Limit Theorem	Week 9 Guide Lab 8: Simulation and the CDF (Due 10/20 noon) HW 8 (Due 10/23)
	Wed 10/17	Lecture 15: Probability densities
	Thu 10/18	Discussion
	Fri 10/19	Lab
10	Mon 10/22	Lecture 16: Transformations	Week 10 Guide Lab 9: Densities and SymPy(Due 10/27 noon) HW 9 (Due 10/30)
	Wed 10/24	Lecture 17: Joint densities; the beta family
	Thu 10/25	QUIZ 3
	Fri 10/26	Lab
11	Mon 10/29	Lecture 18: Independent normal and gamma variables	Week 11 Guide Lab 10: Chinese Restaurant Process 1 (Due 11/3 noon) HW 10 (Due 11/7 NOON)
	Wed 10/31	Lecture 19: Moment generating functions; Chernoff bound
	Thu 11/1	Discussion
	Fri 11/2	Lab
12	Mon 11/5	Lecture 20: MLE, posterior distributions, and MAP estimates	Week 12 Guide Lab 11: Chinese Restaurant Process 2 (Due 11/10 noon) HW 11 (Due 11/13)
	Wed 11/7	Lecture 21: The beta and the binomial
	Thu 11/8	Discussion
	Fri 11/9	Lab
13	Mon 11/12	NO LECTURE	Week 13 Guide Lab 12: Introduction to Jointly Normal Vectors (Due 11/19 4PM) HW 12 (Due 11/21)
	Wed 11/14	Lecture 22: Prediction and Error
	Thu 11/15	QUIZ 4
	Fri 11/16	Lab
14	Mon 11/19	NO CLASS	Week 14 Guide HW 13 (Due 11/27)
	Wed 11/21	HOLIDAY
	Thu 11/22	HOLIDAY
	Fri 11/23	HOLIDAY
15	Mon 11/26	Lecture 23: Multivariate normal distribution	Week 15 Guide
	Wed 11/28	Lecture 24: Correlation and simple regression
	Thu 11/29	Discussion
	Fri 11/30	Review Lab
16	Mon 12/3	Lecture 25: Multiple regression	Final Prep
	Wed 12/5	Ch 25 Exercises and Review
	Thu 12/6
	Fri 12/7
17	Mon 12/10
	Wed 12/12
	Thu 12/13
	Fri 12/14	FINAL EXAM 3pm-6pm