EE 178 : Syllabus

Here is a rough syllabus (precise schedule will depend on the progress in class, and suggestions/feedback are welcome).

  1. Probability spaces (March 29-April 7)

    1. Sample spaces.

    2. Probability law.

    3. Conditional probablity.

    4. Bayes rule.

    5. Independence.

    6. Basics of stochastic simulations.

  2. Random variables (April 12-April 21)

    1. Definitions.

    2. Pmf, pdf, cdf.

    3. Important probability distributions.

    4. Joint distributions.

  3. Expectation and linear estimation theory (April 26-May 5)

    1. Definition.

    2. Conditional expectation.

    3. Correlation and covariance.

  4. Limit theorems (May 10- May 19)

    1. Law of large numbers.

    2. Central limit theorem.

  5. Data analysis (May 24-May 31)

    1. Data fitting and optimization.

    2. Estimating a distribution.

    3. Risk, regularization and the bias-variance trade-off.

Homeworks will be assigned on Thu, due on Thu of the following week.

There will be an in-class midterm on Friday, April 15 from 3:20pm to 5:20pm, at 200-305.

There will be an in-class final exam on Friday, June 3, 3:30pm-6:30pm.