Probability (3 credits)

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

Classroom: CSIE 104

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

Office Hour: Mon after class or by appointment

TA: ¤ý¬f¦w, ±iµÎ³Í¡A¶¾»Êº~

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.

Grading:

Midterm: (40%
)

Final: (40%)

Project: (20%)

Textbook:

Probability and Statistical Inference (8th or 9th 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:

23-Feb |
Introduction |

2-Mar |
Axiom_prob, Conditional Prob, Independence, Baye's Rule |

9-Mar |
Random variables, mean and variance |

16-Mar |
discrete prob distribution |

23-Mar |
discrete prob distribution |

30-Mar |
Continuous Probability Distribution, Normal Distribution, Multivariable distributions, |

6-Apr |
Break |

13-Apr |
Conditional distributions, correlation, independency, distribution of functions |

20-Apr |
Midterm |

27-Apr |
Midterm Analysis |

4-May |
Chebyshev's inequality, Law of large number, Central Limit Theorem, Final Project Description |

11-May |
Final Project Proposal, Estimation, chi-square |

18-May |
Confidence Interval + Hypothesis Test |

25-May |
Information Theory |

1-Jun |
Language models & others |

8-Jun |
Probability & Life, final project presentation |

15-Jun |
Final Exam |

22-Jun |
Final Project Presentation/Demo |