Wk | Date | Lecture contents |
Assignments / Sections |
0 | 09/25 |
Introduction + Combinatorics I
Welcome / organizational details
Introduction to combinatorics: The product rule
[Slides] Reading: BT Sec 1.1 + 1.6
|
|
| 09/27 |
Combinatorics II
More on the product rule
Permutations and the factorial function
Subsets / combination and binomial coefficients
[Slides] Reading: BT Sec 1.6
|
|
1 | 09/30 |
Combinatorics III
More on binomial coefficients
Binomial Theorem
Combinatorial proof of Pascal's identity
Basic inclusion-exclusion
[Slides] Reading: BT Sec 1.6
|
|
| 10/2 |
Combinatorics IV
General inclusion-exclusion
Number of derangements
[Slides] - Also see [Notes].
|
|
| 10/4 |
Probability Basics I
Combinatorics wrap-up: Pigeonhole Principle
Probability spaces
Events
[Slides] Reading: BT Sec 1.2.
|
|
2 | 10/7 |
Probability Basics II
More probabilty examples
Union / intersection / complement of events
Basic properties of probability
[Slides] Reading: BT Sec 1.2. |
|
| 10/9 |
Conditional Probability
Definition and Examples
Independence
Chain rule and sequential processes
[Slides] Reading: BT Sec 1.3 - 1.4. |
|
| 10/11 |
Conditional Probability II
Bayes Rule and examples
Pairwise independence
Independence of several events
Conditional independence
[Slides] Reading: BT Sec 1.5. |
|
3 | 10/14 |
Applications: Pairwise-independence
Pairwise-independent hashing
[Slides] Reading: Some notes.
|
|
| 10/16 |
Application: Naive Bayes Classifiers + Intro Random
Variables
Naive Bayes Classifiers
Definition of (discrete) random variables
[Slides] Reading: BT 2.1 + 2.2
|
|
| 10/18 |
Expectation I
Probability Mass Functions
Expectation
Examples of expectation
Multiple random variables
[Slides] Reading: BT 2.1 + 2.2 |
|
4 | 10/21 |
Expectation II
Multiple random variables and joint PMFs
Linearity of expectation
Examples: Binomial Distribution and Coupon Collector
[Slides] Reading: BT 2.4 + 2.2 +
2.5 |
|
| 10/23 |
Variance and Independence
Expectation of functions of random variables
Variance
Independent Random Variables
[Slides] Reading: BT 2.3, 2.4, 2.7 |
|
| 10/25 |
Markov's and Chebyshev's Inequality
Markov's inequality
Chebyshev's inequality
Conditional expectation
[Slides] Reading: BT 7.2 + 2.6
|
|
5 | 10/28 |
Midterm Q&A |
|
| 10/30 |
Detour: Entropy and Information
The data compression problem
Entropy
Shannon's source coding theorem
[Slides] [Shannon's
paper] |
|
| 11/1 |
Midterm (in class)
Important: Check the edstem Q&A section for detailed
instructions
|
SEC 5: See practice MTs (+ solutions)
|
6 | 11/4 |
Poisson Distribution + Intro to Chernoff Bounds
The Poisson Distribution and its properties
Concentration for Binomial Random Variables
Chernoff bound, first statement
[Slides] Reading: BT 2.2.. |
|
| 11/6 |
Chernoff Bounds
The Chernoff Bound
Distributed Load Balancing
Polling and the Sampling Theorem
[Slides] [Chernoff
Bound notes] |
|
| 11/8 |
Continuous Distributions I
Wrap-up tail bounds/concentration
Definition of countinuous RVs
Probability Density Functions and Cumulative Density Funtions
[Slides]. Reading: BT 3.1 + 3.2 |
|
7 | 11/11 |
No class: Veterans Day |
|
| 11/13 |
Continuous Distributions II
The uniform distribution
The exponential distribution
Intro to the normal distribution
[Slides] Reading: BT 3.1 + 3.2 |
|
| 11/15 |
The Normal Distribution
Basic Properties
The standard normal distribution
The Central Limit Theorem
[Slides] [Table of normal distribution] Reading: BT 3.3 + 7.4
|
|
8 | 11/18 |
Moments and Moments Generating Functions
Moment Generating Functions
Sum of independent Random Variables
Proof sketch of CLT
[Slides] Reading: BT 4.1 |
|
| 11/20 |
Estimation I
CLT and the Continuity Correction
Introduction to MLE
MLE for Bernoulli Random Variables
[Slides] Reading: Some
notes from Penn (These cover all three classes on estimation,
but note that we covered less than in these notes.)
|
|
| 11/22 |
Estimation II
MLE estimators for Gaussians
(Un)biased and consistent estimators
Unbiased estimator for the variance
MLE estimators are consistent
[Slides]
|
|
9 | 11/25 |
Estimation III
MLE estimators and consistency
Confidence intervals
Student's t-distribution
[Slides]
|
|
| 11/27 |
Application: Differential Privacy
Privacy Attacks
Definition of Differential Privacy and Properties
Laplace Mechanism
Randomized Response
[Slides] [A textbook]
|
|
| 11/29 |
No class: Thanksgiving |
|
10 | 12/2 |
Randomized Algorithms I
Las Vegas vs Monte Carlo
Randomized Quicksort
Primality Testing
[Slides]
|
|
| 12/4 |
Exam review
[Hand-written notes] |
|
| 12/6 |
Randomized Algorithms II
Polynomials and the Schwartz-Zippel Lemma
Fingerprinting for Large Files
Exam info
[Slides]
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|