| Week | Dates | Topic | Notes | Homework |
|---|---|---|---|---|
| 1 | Jan 13 - Jan 17 | Moment generating functions | Week 1 | |
| 2 | Jan 20 - Jan 24 | The Central Limit Theorem | Week 2 | HW1 |
| 3 | Jan 27 - Jan 31 | Transforming random variables | Week 3 | |
| 4 | Feb 3 - Feb 7 | Linear algebra review, Midterm 1 | Week 4 | HW2 |
| 5 | Feb 10 - Feb 14 | Linear regression | Week 5 | |
| 6 | Feb 17 - Feb 21 | Linear transformations | Week 6 | HW3 |
| 7 | Feb 24 - Feb 28 | Multivariate normal distributions | Week 7 | |
| 8 | Mar 2 - Mar 6 | Statistical inference, Midterm 2 | Week 8 | HW4 |
| 9 | Mar 23 - Mar 27 | Maximum likelihood estimation | Week 9 | |
| 10 | Mar 30 - Apr 3 | Maximum likelihood estimation - con'd | Week 10 | HW5 |
| 11 | Apr 6 - Apr 10 | Bayesian inference | Week 11 | |
| 12 | Apr 13 - Apr 17 | Bayesian inference - con'd, Midterm 3 | Week 12 | HW6 |
| 13 | Apr 20 - Apr 24 | Markov chains | Week 13 | |
| 14 | Apr 27 - Apr 30 | Final Exam |
We'll be running things a bit different now that the course is online. Here are some key points:
Instead of lectures, I will provide guided notes and let you work out the details. I'll be sending these out as PDF files that you can print and write on. You can work on these when you want, but try not to fall behind!
Homework will still work the same. You can either type your solutions using LaTeX or just scan your hand-written solutions with your cellphone and e-mail them to me. If you want to do the latter, I recommend using an app called CamScanner which is available for free on both iOS and android. All homework should be in PDF format. The first new homework (Homework 5) will be due on Friday, April 3.
We can use e-mail for quick questions and discussion. When possible, please send your questions to the whole class so that everyone can see the answer. I'll try to reply promptly. For extra help, I'll be available on Skype, Google Hangouts, and regular telephone, by appointment. A good time to make appointments would be between 1:30 and 2:30pm on MWF, but I can do other times too.
I'm still figuring out what we should do about exams, but midterm 3 and the final exam will probably work like a take home exam. Midterm 3 will focus on likelihood estimation and Bayesian inference. The final exam will be cumulative.
Most of what we will cover can be found in Chapters 6 & 7 from our textbook: Probability and Statistics: The Science of Uncertainty, 2nd edition, by Evans and Rosenthal. I recommend reading those chapters, but keep in mind that the book goes into more depth than we will.