Lecture
|
Topic(s)
|
Reference
|
Dates
|
Homework / Remarks
|
1 |
Course overview, Introduction |
FPP |
Jan 11 |
|
2 |
Descriptive statistics |
FPP |
Jan 13 |
Problem Set 1 |
3 |
Design of experiments |
FPP |
Jan 18 |
|
4 |
Probability, counting, conditional probability |
Wasserman, FPP |
Jan 20 |
|
5 |
Independence, Bayes theorem and its applications |
Wasserman, FPP |
Jan 25 |
Problem Set 2 |
6 |
Random variables,
Common
discrete and continuous random variables |
Wasserman, FPP |
Jan 27 |
Problem Set 3 |
7 |
Expectation, Moment generating functions |
Wasserman |
Feb 1 |
|
8 |
Multivariate distributions, marginals,
memorylessness |
Wasserman |
Feb 3 |
Problem Set 4 |
9 |
Probability inequalities, convergence of random variables |
Wasserman |
Feb 8 |
|
10 |
WLLN,
CLT |
Wasserman |
Feb 10 |
Problem Set 5,
Quiz 1 |
11 |
Correlation |
FPP ch. 8, 9 |
Feb 15
|
|
12 |
Regression |
FPP |
Feb 17 |
|
13 |
Mid Term examination
|
|
Feb 18-24
|
|
14 |
Regression |
FPP |
Mar 1 |
Problem Set 6 |
15 |
Sampling,
Errors in sampling |
FPP |
Mar 3 |
|
16 |
Confidence intervals |
FPP, Wasserman |
Mar 10 |
Problem Set 7
|
17 |
Chance models |
FPP |
Mar 15 |
|
18 |
Hypothesis testing, t-test |
Wasserman, FPP |
Mar 17 |
Project proposal due by March 19 |
19 |
Tests for averages |
Wasserman, FPP |
Mar 22 |
|
20 |
Chi-square test |
FPP |
Mar 24 |
Problem Set 8 |
21 |
Markov chains |
Wasserman |
Mar 29 |
|
22 |
Monte Carlo Simulation |
Wasserman |
Mar 31 |
|
23 |
Statistical learning |
JWHT |
Apr 5 |
|
24 |
Linear regression,
Multiple linear regression |
JWHT |
Apr 7 |
|
25 |
Perceptron, Logistic regression |
JWHT |
Apr 12 |
Project due
Quiz 2
|
26 |
LDA |
JWHT |
Apr 14 |
|
|
Final examination week start |
|
Apr 29 |
|