機率
Probability
| 節 | 週三 | 週五 |
|---|---|---|
3 10:10–11:00 | 機率 ED117（光復） 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 機率 ED117（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
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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 2023-09-13(三),2023-09-15(五) |
| 第 2 週 | Conditional probability and independence 2023-09-20(三),2023-09-22(五) |
| 第 3 週 | Review of combinatorial methodsDiscrete random variables 2023-09-27(三),2023-09-29(五) |
| 第 4 週 | Distribution functionsSpecial parametric discrete distributions (Bernoulli, binomial, and Poisson) 2023-10-04(三),2023-10-06(五) |
| 第 5 週 | Continuous random variables 2023-10-11(三),2023-10-13(五) |
| 第 6 週 | Special parametric continuous distributions (e.g., uniform, normal, and exponential) 2023-10-18(三),2023-10-20(五) |
| 第 7 週 | Bivariate and multivariate distributions 2023-10-25(三),2023-10-27(五) |
| 第 8 週 | Midterm exam 2023-11-01(三),2023-11-03(五) |
| 第 9 週 | Bivariate normalMoment generating functions 2023-11-08(三),2023-11-10(五) |
| 第 10 週 | Sums of independent random variables and limit theorems 2023-11-15(三),2023-11-17(五) |
| 第 11 週 | Sums of independent random variablesConcentration inequalities 2023-11-22(三),2023-11-24(五) |
| 第 12 週 | Law of large numbers 2023-11-29(三),2023-12-01(五) |
| 第 13 週 | Law of large numbersCentral limit theorem 2023-12-06(三),2023-12-08(五) |
| 第 14 週 | Maximum likelihood estimationMaximum a posteriori estimation 2023-12-13(三),2023-12-15(五) |
| 第 15 週 | Markov chain 2023-12-20(三),2023-12-22(五) |
| 第 16 週 | Final exam 2023-12-27(三),2023-12-29(五) |
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
- EC418
- 時間
- Office hour: TBD
- 聯絡方式
- pinghsieh@nycu.edu.tw