機率(英文授課)
Probability
| 節 | 週三 | 週五 |
|---|---|---|
3 10:10–11:00 | 機率(英文授課) EC022（光復） 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 機率(英文授課) EC022（光復） |
* 根據陽明交大上課時間表所列
This course is designed to equip students with the useful tools of probability theory and the basic understanding of its applications, such as machine learning and communication networking.
1. An undergraduate-level understanding of calculus is assumed 2. Programming skills in a high-level language (e.g. python or MATLAB)
無備註
The lectures will be delivered online via the following Webex link: https://nycu.webex.com/nycu/j.php?MTID=ma2106f2503f60807a6dedb2d5d777756
Homeworks: 40% (including written and programming tasks) Midterm: 30% Final Exam: 30%
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| 週次 | 主題 |
|---|---|
| 第 1 週 | Probability model, axioms of probability, and continuity of probability 9/15(三)CD 9/17(五)G |
| 第 2 週 | Conditional probability and independence 9/22(三)CD 9/24(五)G |
| 第 3 週 | Review of combinatorial methods Discrete random variables 9/29(三)CD 10/1(五)G |
| 第 4 週 | Distribution functions Special parametric discrete distributions (Bernoulli, binomial, and Poisson) 10/6(三)CD 10/8(五)G |
| 第 5 週 | Continuous random variables 10/13(三)CD 10/15(五)G |
| 第 6 週 | Special parametric continuous distributions (e.g., uniform, normal, and exponential) 10/20(三)CD 10/22(五)G |
| 第 7 週 | Bivariate and multivariate distributions 10/27(三)CD 10/29(五)G |
| 第 8 週 | Midterm exam 11/3(三)CD 11/5(五)G |
| 第 9 週 | Bivariate normal Moment generating functions 11/10(三)CD 11/12(五)G |
| 第 10 週 | Sums of independent random variables and limit theorems 11/17(三)CD 11/19(五)G |
| 第 11 週 | Sums of independent random variables Concentration inequalities 11/24(三)CD 11/26(五)G |
| 第 12 週 | Law of large numbers 12/1(三)CD 12/3(五)G |
| 第 13 週 | Law of large numbers Central limit theorem 12/8(三)CD 12/10(五)G |
| 第 14 週 | Maximum likelihood estimation Maximum a posteriori estimation 12/15(三)CD 12/17(五)G |
| 第 15 週 | Markov chain 12/22(三)CD 12/24(五)G |
| 第 16 週 | Final exam 12/29(三)CD |
Textbook: - Saeed Ghahramani, Fundamentals of Probability with Stochastic Processes, 4th ed., CRC Press, 2018. Other references: - Dimitri P. Bertsekas and John N. Tsitsiklis, Introduction to Probability, 2nd ed., Athena Scientific, 2002. - Sidney I. Resnick, A Probability Path, Springer Science & Business Media, 2013.
- 地點
- EC713
- 時間
- Office hour: Wednesdays, 1pm-2pm or by appointment
- 聯絡方式
- pinghsieh@nctu.edu.tw