The class starts by providing a fundamental grounding in combinatorics, and then quickly moves into the basics of probability theory. We will then cover many essential concepts in probability theory, including particular probability distributions, properties of probabilities, and mathematical tools for analyzing probabilities. Finally, the last third of the class will focus on data analysis and Machine Learning as a means for seeing direct applications of probability in this exciting and quickly growing subfield of computer science.

Note on slides: In class I use slides to facilitate lecture. On their own they are not a great study resource. If you are confused by a slide, there is a good chance that your question is answered by the lecture itself.

The schedule is a rough plan for the quarter. It is subject to change at any time. I will try to keep it accurate up to the current date.

"->" indicates that a lecture spans two sets of lecture notes.

Week Monday Wednesday Friday
1

June 24th

1: Counting

PSet #1 out

June 26th

2: Combinatorics -> Probability

June 28th

3: Probability -> Conditional Probability
2

July 1st

4: Conditional Probability -> Independence

PSet #2 out

July 3rd

5: Independence

PSet #1 due

July 5th

6: Random Variables -> Variance
3

July 8th

7: Variance, Bernoulli, Binomial -> Poisson

PSet #3 out

July 10th

8: Poisson -> Continuous

PSet #2 due

July 12th

9: Continuous -> Normal
4

July 15th

10: Normal -> Joint

PSet #4 out

July 17th

11: Joint -> Continuous Joint

PSet #3 due

July 19th

12: Conditional Joint -> Joint Properties
5

Midterm: Tues 7-9PM

July 22nd

13: Joint Properties -> Beta

July 24th

14: Beta -> CLT

PSet #5 out

July 26th

15: Sampling and Bootstrapping
6

PSet #4 due

July 29th

16: General Inference -> MLE

July 31st

17: MLE -> Gradient Ascent

PSet #6 out

August 2nd

18: Gradient Ascent -> MAP
7

PSet #5 due

August 5th

19: MAP -> Naive Bayes

August 7th

20: Logistic Regression

August 9th

21: Deep Learning
8

August 12th

22: Review + Extra Topics

PSet #6 due 11:59PM

August 14th

23: Beyond CS109

3:30-6:30pm, Location TBD

August 16th

Final Exam