概率论——不确定性的科学

概率论——不确定性的科学

Course
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  • From www.xuetangx.com
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  • Introductive Level

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Course details

Syllabus

Unit 0: Overview
Lec. 0: Course overview
Course introduction, objectives, and study guide
Syllabus, calendar, and grading policy
edX Tutorial
Discussion forum and collaboration guidelines
Homework mechanics and standard notation
Entrance Survey
Important Preliminary Survey
Unit 1: Probability models and axioms
Lec. 1: Probability models and axioms
Mathematical background
Sets; sequences, limits, and series; (un)countable sets.
Solved problems
Problem Set 1
Unit 1 Discussion forums
Unit 2: Conditioning and independence
Unit overview
Lec. 2: Conditioning and Bayes' rule
Lec. 3: Independence
Solved problems
Problem Set 2
Unit 3: Counting
Lec. 4: Counting
Solved problems
Problem Set 3
Unit 4: Discrete random variables
Unit overview
Lec. 5: Probability mass functions and expectations
Lec. 6: Variance; Conditioning on an event; Multiple r.v.'s
Lec. 7: Conditioning on a random variable; Independence of r.v.'s
Solved problems
Additional theoretical material
Problem Set 4
Unit summary
Exam 1
Exam 1
Unit 5: Continuous random variables
Unit overview
Lec. 8: Probability density functions
Lec. 9: Conditioning on an event; Multiple r.v.'s
Lec. 10: Conditioning on a random variable; Independence; Bayes' rule
Standard normal table
Solved problems
Problem Set 5
Unit summary
Unit 6: Further topics on random variables
Unit overview
Lec. 11: Derived distributions
Lec. 12: Sums of independent r.v.'s; Covariance and correlation
Lec. 13: Conditional expectation and variance revisited; Sum of a random number of independent r.v.'s
Solved problems
Additional theoretical material
Problem Set 6
Unit summary
Unit 7: Bayesian inference
Unit overview
Lec. 14: Introduction to Bayesian inference
Lec. 15: Linear models with normal noise
Problem Set 7a
Lec. 16: Least mean squares (LMS) estimation
Lec. 17: Linear least mean squares (LLMS) estimation
Problem Set 7b
Solved problems
Additional theoretical material
Unit summary
Exam 2
Exam 2
Unit 8: Limit theorems and classical statistics
Unit overview
Lec. 18: Inequalities, convergence, and the Weak Law of Large Numbers
Lec. 19: The Central Limit Theorem (CLT)
Lec. 20: An introduction to classical statistics
Solved problems
Additional theoretical material
Problem Set 8
Unit summary
Unit 9: Bernoulli and Poisson processes
Unit overview
Lec. 21: The Bernoulli process
Lec. 22: The Poisson process
Lec. 23: More on the Poisson process
Solved problems
Additional theoretical material
Problem Set 9
Unit summary
Unit 10: Markov chains
Unit overview
Lec. 24: Finite-state Markov chains
Lec. 25: Steady-state behavior of Markov chains
Lec. 26: Absorption probabilities and expected time to absorption
Solved problems
Problem Set 10
Exit Survey
Important Exit Survey
Final Exam
Final Exam

Prerequisite

None.

Instructors

  • John Tsitsiklis

Platform

Founded by Tsinghua University in October 2013, XuetangX is the world’s first Chinese MOOC platform and serves as the research and application platform for the Ministry of Education (MOE) Research Center for Online Education. XuetangX has been awarded as one of the national first batch of demonstration base projects for innovation and entrepreneurship. Besides, XuetangX also works with the International Center for Engineering Education (ICEE) under the auspices of UNESCO and supports its online portion. By the end of June 2018, with a total of 25 million enrollments and more than 1,500 online courses from 13 disciplined fields, XuetangX has accumulated over 12 million registered users, covering 209 countries and regions.

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