Math 3033: Introduction to Probability Theory with Lab, Fall 2009

(a required course for CS students)

Lectures: TR 03:30P-04:50 TL 1A

Lab: W 01:00P-02:50 CC 200

Instructor

TA

Grader

 

Schedule and Homework Assignments

 

The goal is to introduce students to hot and extremely useful topics in computational statistics with hands on experience. It provides a modern approach to probability and computational statistics with applications in data mining. Students will be able to immediately see their results with programming assignments in Matlab. Matlab is a leading programming language of scientific computing. It is broadly used in the industry and academia. No prior Matlab knowledge is required. The course offers a solid foundation for further courses in data mining, machine learning, artificial intelligence, robotics, computer vision, and in general in computational statistics and scientific computing. The course is composed of 3 hours lecture and 2 hours lab with programming assignments in Matlab.

Course book:

Dekking, F.M., Kraaikamp, C., Lopuhaa, H.P., Meester, L.E., A Modern Introduction to Probability and Statistics. Second Edition. Springer 2007

ISBN: 978-1-85233-896-1

Book content and datasets

 

Also recommended but not required are:

Wendy L. Martinez and Angel R. Martinez. Computational Statistics Handbook with Matlab. Second Edition. CRC 2008.

Daniel T. Kaplan. Introduction to Scientific Computation and Programming. Thomson 2004.

Course topics:

  1. Introduction
  2. Probability Concepts
  3. Sampling Concepts
  4. Generating Random Variables
  5. Exploratory Data Analysis
  6. Finding Structure in Data
  7. Monte Carlo Methods in Inferential Statistics
  8. Data Partitioning
  9. Probability Density Estimation
  10. Supervised Learning
  11. Unsupervised Learning
  12. Parametric Models
  13. Nonparametric Models
  14. Markov Chain Monte Carlo Methods

Prerequisites:

Math 1042 (0086) with a grade of C or better or transfer credit for Math 1042 (0086).

Co-Requisite: Math 2043 (0127) or a CIS Theory course: CIS2166 (0166) or CIS3211 (0211) or CIS3242 (0242)

Questions, email: latecki@temple.edu

 

Resources:

Maximum Likelihood Estimation Primer

Hidden Markov Model (HMM)

Viterbi Algorithm for HMM

Video Lectures by Sam Roweis

 

 

Exams, Project and Grading

Honor Code

Disabilities

I encourage students with disabilities, including "invisible" disabilities such as chronic diseases and learning disabilities, to discuss with us any appropriate accommodations that we might make on their behalf. Student must provide me with a note from the office of Disability Resources and Services at in 100 Ritter Annex, 215-204-1280, regarding their disability.