Prob 140 · Probability for Data Science

Week 0 Overview

Getting Started

Before January 16

Week 1

Introduction

1/15-1/19

Week 2

Working with Random Variables

1/22-1/26

Week 3

Random Counts

1/29-2/2

Week 4

Expectation

2/5-2/9

Week 5

Markov Chains

2/12-2/16

Week 6

Reversing Markov Chains

2/19-2/23

HW 6
Lab 6

Week 7

Midterm

2/26-3/2

Lab 7

Week 8

Variance and Covariance

3/5-3/9

Week 9

Continuous Distributions

3/12-3/16

Week 10

Working with Continuous Distributions

3/19-3/23

Week 11

The Normal and Gamma Families

4/2-4/6

Week 12

An Approach to Prediction

4/9-4/13

Week 13

Least Squares Prediction

4/16-4/20

Week 14

Regression

4/23-4/27

Week 15

Week	Date	Activity	Content	Readings	Assignment
1	Wed 1/17	Lecture 1	Probability: Axioms, Rules, Approximation	Week 1 Guide Ch 1: Fundamentals Ch 2: Calculating Chances	HW 1
	Thu 1/18	Discussion
	Fri 1/19	Lab 1	Birthday Attack		Lab 1
2	Mon 1/22	Lecture 2	Random Variables: Distributions, Conditioning, Equality	Week 2 Guide Ch 3: Random Variables Ch 4: Relations Between Variables
	Tue 1/23	HW 1 Due
	Wed 1/24	Lecture 3	Symmetry and Collections of Events	Ch 5: Collections of Events	HW 2
	Thu 1/25	Discussion
	Fri 1/26	Lab 2	Five-Card Poker		Lab 2
3	Mon 1/29	Lecture 4	Binomial and Related Counts; the Poisson Limit	Week 3 Guide Ch 6: Random Counts
	Tue 1/30	HW 2 Due
	Wed 1/31	Lecture 5	Independence and Poissonization	Ch 7: Poissonization	HW 3
	Thu 2/1	Discussion
	Fri 2/2	Lab 3	Total Variation		Lab 3
4	Mon 2/5	Lecture 6	Expectation and Additivity	Week 4 Guide Ch 8: Expectation
	Tue 2/6	HW 3 Due
	Wed 2/7	Lecture 7	Finding Expectations by Conditioning	Ch 9: Conditioning, Revisited	HW 4
	Thu 2/8	Discussion
	Fri 2/9	Lab 4	Expectations of Discrete Order Statistics		Lab 4
5	Mon 2/12	Lecture 8	Long Run Behavior of Markov Chains	Week 5 Guide Ch 10: Markov Chains
	Tue 2/13	HW 4 Due
	Wed 2/14	Lecture 9	Reversibility	Ch 11: Reversing Markov Chains	HW 5
	Thu 2/15	Discussion
	Fri 2/16	Lab 5	Uniform and Size Biased Permutations		Lab 5
6	Mon 2/19	Holiday: No content		Midterm Guide
	Tue 2/20	HW 5 Due
	Wed 2/21	Lecture 10	Markov Chain Monte Carlo		HW 6
	Thu 2/22	Discussion
	Fri 2/23	Lab 6	Code Breaking by MCMC		Lab 6
7	Mon 2/26	Lecture 11	Midterm Review
	Tue 2/27	HW 6 Due
	Wed 2/28	Midterm
	Thu 3/1	No Discussion
	Fri 3/2	Lab 7	Board Game Night		Lab 7
8	Mon 3/5	Lecture 12	SD: Tail Bounds, Least Squares	Week 8 Prep Guide Ch 12: Standard Deviation
	Tue 3/6	HW 7 Due
	Wed 3/7	Lecture 13	Covariance and its Uses	Ch 13: Variance Via Covariance	HW 8
	Thu 3/8	Discussion
	Fri 3/9	Lab 8	Decisions Based on Ranks		Lab 8
9	Mon 3/12	Lecture 14	Central Limit Theorem	Week 9 Prep Guide Ch 14: The Central Limit Theorem
	Tue 3/13	HW 8 Due
	Wed 3/14	Lecture 15	Probability Densities	Ch 15: Continuous Distributions	HW 9
	Thu 3/15	Discussion
	Fri 3/16	Lab 9	Simulation and the CDF		Lab 9
10	Mon 3/19	Lecture 16	Transformations	Week 10 Prep Guide Ch 16: Transformations
	Tue 3/20	HW 9 Due
	Wed 3/21	Lecture 17	Joint Densities; the Beta Family	Ch 17: Joint Densities	HW 10
	Thu 3/22	Discussion
	Fri 3/23	No lab
11	Mon 4/2	Lecture 18	Independent Normal and Gamma Variables	Week 11 Prep Guide Ch 18: The Normal and Gamma Families
	Tue 4/3	HW 10 Due
	Wed 4/4	Lecture 19	Moment Generating Functions; Chernoff Bound	Ch 19: Distributions of Sums	HW 11
	Thu 4/5	Discussion
	Fri 4/6	Lab 10	Introduction to Jointly Normal Vectors		Lab 10
12	Mon 4/9	Lecture 20	MLE, Posterior Distributions, and MAP Estimates	Week 12 Prep Guide Ch 20: Approaches to Estimation
	Tue 4/10	HW 11 Due
	Wed 4/11	Lecture 21	Beta-Binomial	Ch 21: The Beta and the Binomial	HW 12
	Thu 4/12	Discussion
	Fri 4/13	Lab 11	Chinese Restaurant Process, Part I		Lab 11
13	Mon 4/16	Lecture 22	Prediction and Error	Week 13 Prep Ch 22: Prediction
	Tue 4/17	HW 12 Due
	Wed 4/18	Lecture 23	Multivariate Normal Distribution	Ch 23: Jointly Normal Random Variables	HW 13
	Thu 4/19	Discussion
	Fri 4/20	Lab 12	Chinese Restaurant Process, Part II		Lab 12
14	Mon 4/23	Lecture 24	Correlation and Simple Regression	Prep 14 Prep Guide Ch 24: Simple Linear Regression
	Tue 4/24	HW 13 Due
	Wed 4/25	Lecture 25	Multiple Regression	Ch 25: Multiple Regression
	Thu 4/26	Discussion
	Fri 4/27	Review Session
15	Fri 5/11	FINAL EXAM (3-6)		Final Exam Prep