Probability (3 credits)

Instructor: Prof. Shou-de Lin (sdlin@csie.ntu.edu.tw) , Office 333

Classroom: CSIE 104

Meeting Time: Thursday 14:20-17:20 pm

Office Hour:  Thursday after class or by appointment

TA: Yu-han Chen (204ta@csie.ntu.edu.tw), Chin-Hua Tsai (zhichin@gmail.com ), Sirius Chen (siriushpa@gmail.com)

Course Description:

The goal of this course is to equip students with sufficient background knowledge to perform probabilistic and statistical analysis on CS-related problems.  In the first part of this course, fundamental knowledge about probability theory will be discussed. Then we will move into some advanced techniques about probability theory.  In the final part, we will demonstrate how the concept of probability and statistics can be applied to deal with real-world computer science problems including search engine, machine learning, data mining, and natural language processing.

Midterm 1: (30%)
Midterm 2: (30%)
Final: (30%)
Homework Assignments: (10%)

Textbook:

Probability and Statistical Inference (8th version, Hogg & Tanis)

Reference books:

Probability for Electrical and Computer Engineers, Charles Therrien, Murali Tummala
Probability and Statistics for Engineering and Science, Jay Devore
Probability and Statistics for Computer Science, James L. Johnson

Syllabus (tentative):

 Basic Probability Theory 24-Feb Introduction 3-Mar Axiom_prob, Conditional Prob, Independence, Baye's Rule 10-Mar Random variables, mean and variance 17-Mar discrete prob distribution 24-Mar continuous prob distribution 31-Mar Midterm 1 Advanced Probability Theory 7-Apr Normal Distribution, Multivariable distributions 14-Apr Conditional distributions, correlation, independency 21-Apr Central Limit Theorem, Law of large number 28-Apr Chebyshev's inequality 5-May Confidence Interval 12-May Midterm 2 Other related Topics & Applications 19-May Point Estimation & Chi-square fit 26-May Information Theory 2-Jun Prob for Data Mining and Machine Learning 9-Jun Prob for Search and Social Networks 16-Jun Probability & Life 23-Jun Final