PROBABILITY AND RANDOM PROCESSES

MATH/STAT 833

Advanced topics in probability and stochastic processes.

MATH/STAT 733

An introduction to measure theoretic probability and stochastic processes.Topics include foundations, independence, zero-one laws, laws of large numbers, convergence in distribution, characteristic functions, central limit theorems, random walks, conditional expectations. Familiarity with basic measure theory (e.g.MATH 629or721) or concurrent registration inMATH 721is strongly recommended.

ECE 331

Introduction to probability, random variables, and random processes. Confidence intervals, introduction to experimental design and hypothesis testing. Statistical averages, correlation, and spectral analysis for wide sense stationary processes. Random signals and noise in linear systems.

COMPSCI/ECE 561

Probabilistic tools for machine learning and analysis of real-world datasets. Introductory topics include classification, regression, probability theory, decision theory and quantifying information with entropy, relative entropy and mutual information. Additional topics include naive Bayes, probabilistic graphical models, discriminant analysis, logistic regression, expectation maximization, source coding and variational inference.

MATH 331

Topics covered include axioms of probability, random variables, the most important discrete and continuous probability distributions, expectation and variance, conditional probability and conditional expectations, Markov's and Chebyshev's inequalities, laws of large numbers, and the central limit theorem. Includes a brief introduction to techniques of multivariate integration.