Probability and Random Processes
Fall 2020
Shyam Parekh
TuTh 11-12:30 PM, Internet/Online
Office Hours: Friday 1-2pm
Announcements
- Welcome to EECS 126! Please read the course info, join Piazza, and join Gradescope (code 9P4JYV).
Lecture Schedule
Readings refer to Walrand’s “Probability in Electrical Engineering and Computer Science”. Online notes only serve as optional supplemental readings, and will not directly correspond to the lectures or textbook (see content).
Schedule is subject to some changes.
Date | Topics | Reading | Assignments |
---|---|---|---|
08/27 | Elementary Probability: Symmetry, Expectation, Conditioning | Appendix A.1-A.5 | HW 1 |
09/01 | Elementary Probability: Bounds, Law of Large Numbers | Appendix A.6-A.9 | Lab 0 |
09/03 | Basic Probability: Bayes Rule, Conditional RVs | Appendix B.1-B.3 | HW 2 |
09/08 | Basic Probability: Discrete RVs, Joint RVs, Independence | Appendix B.4-B.5 | Lab 1 |
09/10 | Basic Probability: Continuous RVs, Orthogonality | Appendix B.6-B.7 | HW 3 |
09/15 | PageRank: Discrete Time Markov Chains | Section 1 Markov Chains |
Lab 2 |
09/17 | PageRank: Reversibility, Infinite States, Classification | Section 2.1-2.3 Reversibility |
HW 4 |
09/22 | PageRank: Big Theorem | Section 2.4-2.5 Convergence |
|
09/24 | No Lecture (Midterm 1) | HW 5 | |
09/29 | Multiplexing: Gaussian RVs, CLT, Confidence Intervals | Section 3 | Lab 3 |
10/01 | Multiplexing: Central Limit Theorem, Applications of Characteristic Functions | Section 4 | HW 6 |
10/06 | Multiplexing/Networks: Wrapup of Multiplexing and Intro to Networks | Section 4 and Section 5.1-5.5 Random Graphs |
Lab 4 |
10/08 | Networks: Queueing, Poisson Processes | Section 5.6-5.10 | HW 7 |
10/13 | Networks: Continuous Time Markov Chains | Section 6.1-6.2 CTMCS |
Lab 5 |
10/15 | Networks: CTMC Uniformization, Stationary Distribution | Section 6.3-6.4 | HW 8 |
10/20 | Networks: Product-Form Networks | Lab 6 | |
10/22 | Networks: Wrapup | HW 9 | |
10/27 | Digital Link: MAP & MLE | Lab 7 | |
10/29 | Digital Link: Huffman Codes & BSE Channel Capacity | Section 7.1-7.5 Information Theory |
HW 10 |
11/03 | Digital Link: Hypothesis Testing, ROC, Neyman-Pearson Theorem | Section 7.6, Section 8.1-8.2 Hypothesis Testing |
Lab 8 |
11/05 | Digital Link: Jointly Gaussian RVs | Section 8.3-8.4 | HW 11 |
11/10 | No Lecture (Midterm 2) | ||
11/12 | Tracking: LLSE | Section 9.1-9.5 Hilbert Space of RVs |
HW 12 |
11/17 | Tracking: MMSE | Section 9.6-9.8 | |
11/19 | Tracking: Kalman Filtering | Section 10.2-10.4 Kalman Filter |
HW 13 |
11/24 | Route Planning: Introduction | Section 13 | Lab 9 |
11/26 | No Lecture (Thanksgiving) | ||
12/01 | Speech Recognition: Introduction | Section 11 Hidden Markov Models |
HW 14 |
12/03 | Review | Lab 10 |