Schedule

  • All times listed are Pacific Time.
  • Lecture Notes for future lectures are drafts and may be updated as the course progresses.
  • Optional readings are from Sheldon Ross, A First Course in Probability (10th Ed.), Prentice Hall, 2018. The textbook's 8th and 9th editions have the same readings and corresponding section headers.
Date Lecture contents Assignments
Week 1
Mon Sep 14 1 Counting Concept Check
Lecture Notes
  • Welcome/Logistics
  • Sum Rule, Product Rule
  • Inclusion/Exclusion Principle
  • General Rule of Counting
Slides (Blank) (Annotated)
Syllabus , Honor Code Policy
Read: Ch 1.1-1.2. Lecture Notes have end-of-lecture exercises
Wed Sep 16 2 Permutations and Combinations Concept Check
Lecture Notes
  • Permutations
  • Combinations
  • Buckets and dividers
Slides (Blank) (Annotated)
Read: Ch 1.3-1.6
Out: PSet #1
Fri Sep 18 3 Axioms of Probability Concept Check
Lecture Notes
  • Frequentist definition of probability
  • Axioms and corollaries of Probability
  • Probability of equally likely outcomes
Slides (Blank) (Annotated)
Python for Probability , Calculation Ref , Full Probability Reference
Serendipity
Read: Ch 2.1-2.5, 2.7
Week 2
Mon Sep 21 4 Conditional Probability and Bayes Concept Check
Lecture Notes
  • Conditional probability
  • Chain Rule
  • Law of Total Probability
  • Bayes' Theorem
  • Monty Hall Problem
Slides (Blank) (Annotated)
Medical Bayes
Read: Ch 3.1-3.3
Wed Sep 23 5 Independence Concept Check
Lecture Notes
  • Generalized Chain Rule
  • Independence
  • Independent Trials
  • deMorgan's Laws
Slides (Blank) (Annotated)
Read: Ch 3.4-3.5
Fri Sep 25 6 Random Variables and Expectation Concept Check
Lecture Notes
  • Conditional independence
  • Random variables
  • Probability Mass Function (PMF)
  • Cumulative Distribution Function (CDF)
  • Expectation
Slides (Blank) (Annotated)
Read: Ch 4.1-4.4
Due: Pset #1, 1PM
Out: PSet #2
Week 3
Mon Sep 28 7 Variance, Bernoulli, Binomial Concept Check
Lecture Notes
  • Variance
  • Properties of variance
  • Bernoulli RV
  • Binomial RV
Slides (Blank) (Annotated)
Galton
Read: Ch 4.5-4.6
Wed Sep 30 8 Poisson and More Concept Check
Lecture Notes
  • Poisson RV
  • Geometric RV and Negative Binomial
  • Poisson approximation to the Binomial
  • Modeling exercise: Hurricanes
Slides (Blank) (Annotated)
Latex Cheat Sheet
Read: Ch 4.7-4.10
Fri Oct 2 9 Continuous Random Variables Concept Check
Lecture Notes
  • Probability Density Function
  • Uniform RV
  • Exponential RV
  • Properties of the CDF
Slides (Blank) (Annotated)
Jurors
Read: Ch 5.1-5.3, 5.5
Week 4
Mon Oct 5 10 The Normal Distribution Concept Check
Lecture Notes
  • Normal (Gaussian) RV
  • Normal Symmetry, Linear Transforms
  • Standard Normal RV
  • Sampling to compute probabilities involving two Normal RVs
Slides (Blank) (Annotated)
Standard Normal Table , Normal CDF Calculator
ELO scores
Read: Ch 5.4
Due: PSet #2, 1PM
Out: PSet #3
Wed Oct 7 11 Joint Distributions Concept Check
Lecture Notes
  • Normal approximation to the Binomial
  • Discrete joint random variables
  • Multinomial RV
  • Proving Linearity of Expectation
Slides (Blank) (Annotated)
Read: Ch 6.1
Quiz #1
Fri Oct 9 12 Independent Random Variables Concept Check
Lecture Notes
  • Independent discrete RVs
  • Sum of Independent Binomial RVs
  • Sum of independent Poisson RVs
  • Discrete Convolution
Slides (Blank) (Annotated)
Read: Ch 6.2-6.3
Week 5
Mon Oct 12 13 Joint RV Statistics Concept Check
Lecture Notes
  • Coupon Collecting Problems
  • Covariance
  • Variance for Independent RVs
  • Correlation
Slides (Blank) (Annotated)
Read: Ch 6.4-6.5
Wed Oct 14 14 Conditional Expectation Concept Check
Lecture Notes
  • Conditional distributions
  • Conditional expectation
  • Law of Total Expectation
  • Analyzing Recursive Code
Slides (Blank) (Annotated)
Read: Ch 7.1-7.2
Fri Oct 16 15 General Inference Concept Check
Lecture Notes
  • Bayesian Networks
  • Inference from first principles
  • Inference with Rejection Sampling
Slides (Blank) (Annotated)
WebMD
Lecture Notes
Due: PSet #3, 1PM
Out: PSet #4
Week 6
Mon Oct 19 16 Continuous Joint Distributions Concept Check
Lecture Notes
  • Continuous joint distributions
  • Joint CDFs
  • Independent continuous joint RVs
  • Bivariate (Multivariate) Gaussian RVs
Slides (Blank) (Annotated)
Read: Ch 6.1
Wed Oct 21 17 Continuous Joint Distributions II Concept Check
Lecture Notes
  • Continuous Convolution
  • Sum of Independent Uniforms
  • Sum of Independent Normal RVs
  • Continuous Conditional Distributions
  • Tracking in 2-D space
Slides (Blank) (Annotated)
Read: Ch 7.3-7.4
Fri Oct 23 18 Central Limit Theorem Concept Check
Lecture Notes
  • i.i.d. Random Variables: Independent and Identically Distributed
  • Central Limit Theorem
Slides (Blank) (Annotated)
CLT
Read: Ch 8.3
Week 7
Mon Oct 26 19 Sampling/Bootstrapping Concept Check
Lecture Notes
  • Population mean/variance, Sampling mean/variance
  • Unbiased estimators
  • Standard Error
  • Bootstrap for Standard Error
  • Bootstrap for Hypothesis Testing
Slides (Blank) (Annotated)
Bootstrap
Read: Lecture Notes
Due: Pset #4, 1PM
Out: Pset #5
Wed Oct 28 20 Parameters and MLE Concept Check
Lecture Notes
  • Intro to Parameter Estimation
  • Maximum Likelihood Estimator
  • Argmax and log-likelihood
  • MLE: Bernoulli
  • MLE: Poisson, Uniform, and Gaussian
Slides (Blank) (Annotated)
MLE Uniform
Read: Lecture Notes
Quiz #2
Fri Oct 30 21 Beta Concept Check
Lecture Notes
  • MLE: Multinomial
  • Bayesian Definition of Probability
  • Beta Random Variable
  • Beta and flipping a coin with unknown probability
Slides (Blank) (Annotated)
Beta
Read: Ch 5.6.1-5.6.4, 7.5-7.6
Week 8
Mon Nov 2 22 Maximum a Posteriori Concept Check
Lecture Notes
  • Maximum a Posterior Estimator
  • Bernoulli MAP: Choosing a prior
  • Conjugate distributions for common RVs
  • Laplace smoothing
  • Bayesian Envelope demo
Slides (Blank) (Annotated)
Read: Lecture Notes
Wed Nov 4 23 Quicksort Lecture Notes
  • Runtime analysis of Quicksort
  • Optional content for Fall 2020
  • This lecture will not show up in any graded material.
Slides (Blank) (Annotated)
Read: Nothing!
Fri Nov 6 24 Naive Bayes Concept Check
Lecture Notes
  • Strawman: 'Brute Force Bayes'
  • Naive Bayes Classifier
  • Naive Bayes example: MLE and MAP
  • Naive Bayes: MAP with email classification
Slides (Blank) (Annotated)
Read: Lecture Notes
Due: Pset #5, 1PM
Out: Pset #6
Week 9
Mon Nov 9 25 Gradient Ascent and Linear Regression Concept Check
Lecture Notes
  • Linear Regression
  • Minimum Squared Error
  • Gradient Ascent
Slides (Blank) (Annotated)
Gradient Ascent
Read: Lecture Notes
Wed Nov 11 26 Logistic Regression Concept Check
Lecture Notes
  • Logistic Regression
  • Training a classifier
  • Testing a classifier
Slides (Blank) (Annotated)
Read: Lecture Notes
Fri Nov 13 27 Deep Learning Lecture Notes
  • Optional content: Intro to neural networks
  • No concept check
Slides (Blank) (Annotated)
Week 10
Mon Nov 16 28 Probability Bounds Lecture Notes
  • Optional content: Probability Bounds
  • No concept check
  • Markov's Inequality
  • Chebyshev's Inequality
  • Jensen's Inequality
  • Strong and Weak Law of Large Numbers
Slides (Blank) (Annotated)
Due: Pset #6, 1PM
Wed Nov 18 29 Simulating Probabilities
Slides (Blank) (Annotated)
Simulating Probabilities
Quiz #3
Fri Nov 20 30 Beyond CS109
Slides (Blank)