概率论——不确定性的科学

概率论——不确定性的科学

课程
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课程详情

教学大纲

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

先决条件

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讲师

  • John Tsitsiklis

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慕华(北京)网络技术有限公司旗下的学堂在线是免费公开的MOOC(大规模开放在线课程)平台,是教育部在线教育研究中心的研究交流和成果应用平台,致力于通过来自国内外一流名校开设的免费网络学习课程,为公众提供系统的高等教育,让每一个中国人都有机会享受优质教育资源。通过和清华大学在线教育研究中心、以及国内外知名大学的紧密合作,学堂在线将不断增加课程的种类和丰富程度。

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