機率
Probability
| 節 | 週三 | 週五 |
|---|---|---|
3 10:10–11:00 | 機率 EC016（光復） 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 機率 EC016（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 2024-09-04(三),2024-09-06(五) |
| 第 2 週 | Conditional probability and independence 2024-09-11(三),2024-09-13(五) |
| 第 3 週 | Review of combinatorial methodsDiscrete random variables 2024-09-18(三),2024-09-20(五) |
| 第 4 週 | Distribution functions Special parametric discrete distributions (Bernoulli, binomial, and Poisson) 2024-09-25(三),2024-09-27(五) |
| 第 5 週 | Continuous random variables 2024-10-02(三),2024-10-04(五) |
| 第 6 週 | Special parametric continuous distributions (e.g., uniform, normal, and exponential) 2024-10-09(三),2024-10-11(五) |
| 第 7 週 | Bivariate and multivariate distributions 2024-10-16(三),2024-10-18(五) |
| 第 8 週 | Midterm exam 2024-10-23(三),2024-10-25(五) |
| 第 9 週 | Bivariate normal Moment generating functions 2024-10-30(三),2024-11-01(五) |
| 第 10 週 | Sums of independent random variables and limit theorems 2024-11-06(三),2024-11-08(五) |
| 第 11 週 | Sums of independent random variables Concentration inequalities 2024-11-13(三),2024-11-15(五) |
| 第 12 週 | Law of large numbers 2024-11-20(三),2024-11-22(五) |
| 第 13 週 | Law of large numbers Central limit theorem 2024-11-27(三),2024-11-29(五) |
| 第 14 週 | Maximum likelihood estimation Maximum a posteriori estimation 2024-12-04(三),2024-12-06(五) |
| 第 15 週 | Martingales 2024-12-11(三),2024-12-13(五) |
| 第 16 週 | Final exam 2024-12-18(三),2024-12-20(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