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18-465/18-665: Advanced Probability & Statistics for Engineers

Category Difficulty
HW (Written) 5
Exams 4

This class is a great introduction to Probability and Statistics. Even though the name of the class has "Advanced" in it , it picks up all the concepts from the very basic. This class can act as a good complement to machine learning courses like 10-601 or 18-661. The professor is really great and takes a great effort to make sure that each student understands the concept taught in the class.

What to expect

  • Labs: There are no labs for this course.
  • HW: There are 9 sets of which best 8 sets are taken into consideration.They contribute to 50% of the grade.
  • Exams: Best of Exam 1 and Exam 2 contributes to 25% and exam 3 contributes to another 25% of the grade.

Topics covered

  • Law of Total Probability & Bayes' Theorem
  • Distribution of random variable(cdf and pdf)
  • Mean,variance and moments
  • Markov Inequality,Chebyshev Inequality and Chernoff bound
  • Minimum Mean Square Error(MMSE) estimation and unconstrained estimation
  • Linear Regression
  • Law of Large Numbers and Central Limit Theorem
  • Multivariate Gaussian random variables
  • Markov Chains
  • Neyman-Pearson Hypothesis Testing
  • Maximum Likelihood Estimation

Class Structure

  • Small class size of around 25-30 students.
  • The class spans almost 2 hours.
  • The professor does not use slides instead he writes everything from scratch on ipad. It may feel that the class is sometimes very slow because of this.
  • Professor provides all the notes.

Homework

They build on what has been covered in the class.Sometimes the questions can be challenging and it is best to approach the TA or the professor. The course staff is very generous with their time and they can help you get started on the question that you find challenging.

How to study with exams

  • Thoroughly cover the material that has been discussed in class and the HWs.
  • Generally, the questions are of the same pattern as HW questions.
  • If short on time just make sure to cover the HW questions properly.
  • This course has a lot of equations and theorems but you can make use of cheatsheet to jot them down.

Tips

  • Don't miss classes as they build on the previous ones.
  • Don't waste too much time on a single question if you are stuck while solving the HW problem.Don't be afraid to approach the TAs or the professor.