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 Lecture Notes
  • Welcome/Logistics
  • Sum Rule, Product Rule
  • Inclusion/Exclusion Principle, General Rule of Counting

Read: Ch 1.1-1.2
Wed Sep 16 2 Permutations and Combinations Lecture Notes

Read: Ch 1.3-1.6
Out: PSet #1
Fri Sep 18 3 Axioms of Probability Lecture Notes

Read: Ch 2.1-2.5, 2.7
Week 2
Mon Sep 21 4 Conditional Probability and Bayes Lecture Notes

Read: Ch 3.1-3.3
Wed Sep 23 5 Independence Lecture Notes

Read: Ch 3.4-3.5
Fri Sep 25 6 Random Variables and Expectation Lecture Notes

Read: Ch 4.1-4.4
Due: Pset #1, 1PM
Out: PSet #2
Week 3
Mon Sep 28 7 Variance, Bernoulli, Binomial Lecture Notes

Read: Ch 4.5-4.6
Wed Sep 30 8 Poisson and More Lecture Notes

Read: Ch 4.7-4.10
Fri Oct 2 9 Continuous Random Variables Lecture Notes

Read: Ch 5.1-5.3, 5.5
Week 4
Mon Oct 5 10 The Normal Distribution Lecture Notes

Read: Ch 5.4
Due: PSet #2, 1PM
Out: PSet #3
Wed Oct 7 11 Joint Distributions Lecture Notes

Read: Ch 6.1
Quiz #1
Fri Oct 9 12 Independent Random Variables Lecture Notes

Read: Ch 6.2-6.3
Week 5
Mon Oct 12 13 Joint RV Statistics Lecture Notes

Read: Ch 6.4-6.5
Wed Oct 14 14 Conditional Expectation Lecture Notes

Read: Ch 7.1-7.2
Fri Oct 16 15 General Inference Lecture Notes

Lecture Notes
Due: PSet #3, 1PM
Out: PSet #4
Week 6
Mon Oct 19 16 Continuous Joint Distributions Lecture Notes

Read: Ch 6.1
Wed Oct 21 17 Continuous Joint Distributions II Lecture Notes

Read: Ch 7.3-7.4
Fri Oct 23 18 Central Limit Theorem Lecture Notes

Read: Ch 8.3
Week 7
Mon Oct 26 19 Sampling/Bootstrapping Lecture Notes

Read: Lecture Notes
Due: Pset #4, 1PM
Out: Pset #5
Wed Oct 28 20 Parameters and MLE Lecture Notes

Read: Lecture Notes
Quiz #2
Fri Oct 30 21 Beta Lecture Notes

Read: Ch 5.6.1-5.6.4, 7.5-7.6
Week 8
Mon Nov 2 22 Maximum a Posteriori Lecture Notes

Read: Lecture Notes
Wed Nov 4 23 Naive Bayes Lecture Notes

Read: Lecture Notes
Fri Nov 6 24 Gradient Ascent and Linear Regression Lecture Notes

Read: Lecture Notes
Due: Pset #5, 1PM
Out: Pset #6
Week 9
Mon Nov 9 25 Logistic Regression Lecture Notes

Read: Lecture Notes
Wed Nov 11 26 Deep Learning Lecture Notes

Fri Nov 13 27 Probability Bounds Lecture Notes

Week 10
Mon Nov 16 28 Utility of Money
Due: PSet #6, 1PM
Wed Nov 18 29 Simulating Probabilities
Quiz #3
Fri Nov 20 30 Beyond CS109