Lecture
|
Topic(s)
|
Reference
|
Dates
|
Homework / Remarks
|
1 |
Course overview, Introduction |
FPP |
Jan 10 |
|
2 |
Design of experiments, Descriptive statistics |
FPP |
Jan 17 |
|
3 |
Descriptive statistics |
FPP |
Jan 21 |
Problem Set 1 |
4 |
Probability, counting |
Wasserman, FPP |
Jan 24 |
|
5 |
Conditional probability, Independence |
Wasserman, FPP |
Jan 28 |
Problem Set 2 |
6 |
Bayes theorem, applications |
Wasserman, FPP |
Jan 31 |
|
7 |
Random variables,
Common
discrete and continuous random variables |
Wasserman, FPP |
Feb 4 |
Problem Set 3 |
8 |
Expectation, Moment generating functions |
Wasserman |
Feb 7 |
|
9 |
Multivariate distributions, marginals,
memorylessness,
problem session |
Wasserman |
Feb 11 |
Problem Set 4 |
10 |
Probability inequalities, convergence of random variables |
Wasserman |
Feb 14 |
|
11 |
WLLN,
CLT |
Wasserman |
Feb 18 |
Problem Set 5 |
12 |
Correlation |
FPP |
Feb 21
|
|
13 |
Regression |
FPP |
Feb 25 |
Quiz 1 |
14 |
Regression, Problems |
FPP |
Feb 28 |
Problem Set 6
|
15 |
Mid Term examination
|
|
TBA
|
|
16 |
Sampling,
Errors in sampling |
FPP |
Mar 7 |
|
17 |
Confidence intervals |
FPP, Wasserman |
Mar 11 |
Problem Set 7
|
18 |
Chance models |
FPP |
Mar 14 |
|
19 |
Hypothesis testing, t-test |
Wasserman, FPP |
Mar 21 |
|
20 |
Tests for averages |
Wasserman, FPP |
Mar 25 |
|
21 |
Chi-square test |
FPP |
Mar 28 |
Problem Set 8 |
22 |
Markov chains |
Wasserman |
Apr 1 |
|
23 |
Monte Carlo Simulation |
Wasserman |
Apr 4 |
|
24 |
Statistical learning |
JWHT |
Apr 8 |
|
25 |
Linear regression,
Multiple linear regression |
JWHT |
Apr 11 |
|
26 |
Perceptron, Logistic regression |
JWHT |
Apr 15 |
Project due,
Quiz 2
|
27 |
LDA, KNN |
JWHT |
Apr 18 |
|
|
Final examination week start |
|
Apr 22 |
|