CS-498 Probability and Statistics for Computer Scientists

D.A. Forsyth --- 3310 Soda Hall

daf@uiuc.edu, daf@illinois.edu

MWF 119 Materials Science, 11h00-11h50

Office Hours:

DAF: Monday: 14:00 - 15:00
Thursday: 13:00 - 14:00

Zicheng:Tuesday: 13:00-14:00
Friday: 13:00-14:00

or swing by my office (3310 Siebel) and see if I'm busy

Evaluation is by: Homeworks, Midterm, Final exam

I will shortly post a policy on collaboration and plagiarism

Some FINAL info:

I have marked up the table of contents with my notes about what I'm likely to examine. Interpret as:

**** - I'll work hard to give a question on this topic

*** - a question on this topic is likely

** - a question on this topic is possible

* - a question on this topic is unlikely

When you look at this, use good sense. For example, I don't know how you could write questions about maximum likelihood that have absolutely no probability content; I'm just not likely to emphasize the probability content.

MIDTERM Announcement:

The Midterm will be in class, 21 Oct

Some practice questions:

Some probability examples; with notes about answers
Rather harder examples; with notes about answers
Some more examples (be careful; question 2 is poorly set; you should read "draws with replacement" for draws); with notes about answers
Midterm Answer sheet
Last year's final (most, but not all, questions are relevant)

Useful code fragments

I wrote this really simple piece of matlab to read the lines for the final homework; it'll read adultdata.txt, and give you numerical and string values.

Advice:

Read the textbook. I wrote it specifically for this course, AND it's free. I will split time in lecture between sketching important points described in the text, and solving problems. If you haven't read the text, this might be quite puzzling. The first two lectures will be by Zicheng, who'll lecture on using Matlab (so you can do homework 1, which is due really soon). I'll do the third lecture, and I'll expect you to have tried to read chapter two when I do it.

Required Text:

Probability and Statistics for Computer Scientists, D.A. Forsyth, (approximate 3rd draft)

This is in PDF form, and I'll post blocks of chapters as we work on the relevant areas.

In blocks:

All together:
1. Draft of 4 Sep, blocks 1 and 2 together
2. Slight revision, 12 Sep, some typos fixed, blocks 1 and 2 together
3. Slight revision, 16 Sep, some typos fixed, Beta and Exponential distributions added, blocks 1 and 2 together
4. Important revision, 23 Sep, signs in Markov Inequality proof now correct, various minor cleanup, blocks 1 and 2 together
5. Important revision, 30 Sep, assorted cleanup, point inference added, blocks1, 2, and 3 together
6. Important revision, 7 Oct, assorted cleanup, point inference refined, interval estimation added, blocks 1, 2, and 3 together.
7. Important revision, 4 Nov, assorted cleanup, high dimensions and math background added, all blocks together
8. Important revision, 14 Nov, assorted cleanup, clustering and regression added, all blocks together
9. Important revision, 2 Dec, assorted cleanup, classification added, all blocks together
10. Important revision, 4 Dec, assorted cleanup, classification simplified and improved, all blocks together
11. Important revision, 6 Dec, assorted cleanup, classification simplified and improved, all blocks together
12. Important revision, 11 Dec, more exercises, all blocks together

Slides and Lecture Material:

Homeworks:

HW1 - due 6 Sep 2013
HW2 - due 16 Sep 2013
HW3 - due 23 Sep 2013
HW4 - due 10 Oct 2013
HW5 - due 11 Nov 2013
HW6 - due 2 Dec 2013
HW7 - due at start of final exam (check the web; 20 Dec, I believe)