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: Thur after class or by appointment
TA: Meng-Ru Wu (ray7102ray7102@gmail.com), Yu-Hsiang Huang (b07502159@csie.ntu.edu.tw), Ting-Wei WU (b07902102@ntu.edu.tw)
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: (50%)
Homework & Participation: (10%)
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:
2月17日 | Introduction | HW |
2月24日 | Axiom_prob, Conditional Prob, Independence, Baye's Rule | |
3月3日 | Random variables, mean and variance | HW1 |
3月10日 | discrete prob distribution | |
3月17日 | Continuous Probability Distribution, Normal Distribution | HW2 |
3月24日 | distribution of functions, Normal Distribution, Multivariate Distribution | |
3月31日 | Conditional distributions, correlation, independency | HW3 |
4月7日 | Midterm Review | |
4月14日 | Midterm | |
4月21日 | Chebyshev's inequality, Central Limit Theorem, Law of large number | |
4月28日 | Midterm Analysis | |
5月5日 | Estimation, chi-square | HW4 |
5月12日 | Confidence Interval + Hypothesis Test | |
5月19日 | Information Theory, Language Models | HW5 |
5月26日 | Probability & Life | |
6月2日 | Final | |
6月9日 | Final Analysis |