CSE 103: PROBABILITY AND STATISTICS -- General notes


Syllabus
Concepts of probability: discrete and continuous sample spaces, random variables, expectation, variance, conditioning, independence.
Randomized algorithms: median finding, minimum cut, hashing, load balancing, sorting, random walks on graphs.
Stochastic processes: random walks on the line and on a graph; central limit theorem; large deviation bounds; random graph models. Applications in web search, social networks, and the simulation of physical lattices.
Statistical hypothesis testing. Applications in clinical trials and DNA fingerprinting.
Machine learning: simple distribution models (n-grams, Gaussians), clustering, classification (linear separators, decision trees). Applications to statistical language models, question answering systems, speech recognition, gene microarray analysis, spam filtering, and character recognition.

Course materials
1. The required text for this course is:
Grinstead and Snell. Introduction to Probability.
A PDF of it can be downloaded free from the web (here), or you can obtain a hard copy from the American Mathematical Society bookshop.
2. We will cover some topics that aren't in the Grinstead and Snell book. I will post lecture summaries for this additional material; and recommended texts are on reserve at S&E library:
Larsen and Marx. Introduction to Mathematical Statistics and its Applications.
Mitzenmacher and Upfal. Probability and Computing.
Duda, Hart, and Stork. Pattern Classification.
Freedman, Pisani, and Purves. Statistics.

Discussion section
Mon 1.00-1.50 in WLH 2113
This discussion will reinforce material from lecture as well as background material from earlier courses (like CSE 21). Attendance is highly encouraged.

Examinations
Midterm 1: Oct 27, in class
Midterm 2: Nov 17, in class
Final: Dec 10, 3-6PM, in class

Grading
Quiz every Wednesday: 20%
Midterms: 20% each
Final: 40%
The lowest quiz will be dropped