## EE 178 : SyllabusHere is a rough syllabus (precise schedule will depend on the progress in class, and suggestions/feedback are welcome). Probability spaces (March 29-April 7) Sample spaces. Probability law. Conditional probablity. Bayes rule. Independence. Basics of stochastic simulations.
Random variables (April 12-April 21) Definitions. Pmf, pdf, cdf. Important probability distributions. Joint distributions.
Expectation and linear estimation theory (April 26-May 5) Definition. Conditional expectation. Correlation and covariance.
Limit theorems (May 10- May 19) Law of large numbers. Central limit theorem.
Data analysis (May 24-May 31) Data fitting and optimization. Estimating a distribution. 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 final exam on Friday, June 3, 3:30pm-6:30pm, at 540-108. |