Week | Content | Assignments |
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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 |
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5 | Long run behavior of Markov chains Balance |
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6 | Markov Chain Monte Carlo Standard deviation and tail bounds |
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7 | Midterm on 2/28 Covariance and its uses |
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8 | Central Limit Theorem Probability densities |
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9 | Transformations Joint densities |
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10 | Independent normal and gamma variables Quiz 2 on 3/22 Moment generating functions; the Chernoff bound |
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Spring Break |
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11 | MLE; conditioning; MAP Estimates The beta and the binomial |
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12 | Prediction and Error Quiz 3 on 4/12 Variance by conditioning |
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13 | Random vectors; multivariate normal Correlation and simple regression |
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14 | Multiple regression | |
15 | RRR Week | |
16 | Final Exam on 5/11, 3 PM - 6 PM | |