## EE 178/EE 278A : SyllabusHere is a rough syllabus (precise schedule will depend on the progress in class, and suggestions/feedback are welcome). Probability spaces (September 24-October 10) Sample spaces. Probability law. Conditional probablity. Bayes rule. Independence. Basics of stochastic simulations.
Random variables (October 15-November 7) Definitions. Pmf, pdf, cdf. Important probability distributions. Joint distributions.
Expectation and linear estimation theory (November 12-14) Definition. Conditional expectation. Correlation and covariance.
Limit theorems (November 19- December 3) Law of large numbers. Central limit theorem.
Throughout the class, we will explore further concepts as examples/applications: Point processes. Markov chains. Bayesian networks.
Homeworks will be assigned on Thu, due on Thu of the following week. There will be an in-class midterm on Friday, November 1 and an in-class final exam. |