Probability

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=== Next Meeting ===
 
=== Next Meeting ===
 +
* On hiatus until further notice 9/22/2011
  
* Quick review of 1st half of ch 2 (discrete random variables). 1 example problem. Finish presentation of chapter 2 (continuous random variables). Another example problem. (will post the example problems over the weekend so people can try them).
 
* When: Tuesday (11/30)  7:30 to 8:45pm
 
* Where: Noisebridge (2169 Mission St.) - back corner classroom
 
 
<br>
 
 
=== List of Problems ===
 
[https://docs.google.com/present/edit?id=0AYFTC61lbg2jZGNudzVrbW5fMjUzZjQ2ZnRrZ3Y&hl=en&authkey=CPm5hOAC List of Problems] (on Google Docs) - anyone who has this link can edit/add problems.<br>
 
These are problems that 1 or more people thought were interesting enough to try solving.<br>
 
 
<br>
 
Each problem should include:
 
* the problem (or pointer to the problem)
 
* names of people who've worked through the problem
 
* (optional) what concepts are required for the solution (eg. conditional independence, continuous random variables, etc.)
 
 
<br>
 
<br>
  
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A probability study group was proposed on the noisebridge-discuss list and cc'ed to the [[Machine Learning]] mailing list.
 
A probability study group was proposed on the noisebridge-discuss list and cc'ed to the [[Machine Learning]] mailing list.
  
The goal is to go through the stuff covered in the 7 chapters of [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory]. We were originally using that book, but decided to switch to the Bertsekas and Tsitsiklis book (see [https://www.noisebridge.net/wiki/Probability#Resources resources]) which covers the same topics and to the problems/solutions available online for [http://ocw.num.edu.mn/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2006/Assignments/index.htm MIT OCW Course 6.041].  
+
The goal is to go through the stuff covered in the 7 chapters of [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory]. We were originally using that book, but decided to switch to the Bertsekas and Tsitsiklis book (see [https://www.noisebridge.net/wiki/Probability#Resources resources]) which covers the same topics, and to the problems/solutions posted under [http://ocw.num.edu.mn/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2006/Assignments/index.htm MIT OCW Course 6.041].  
  
 
Approximate meeting format:
 
Approximate meeting format:
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* [http://www.athenasc.com/probbook.html Introduction to Probability] by Bertsekas and Tsitsiklis - this is the book we are now using (see mailing list for pdf).
 
* [http://www.athenasc.com/probbook.html Introduction to Probability] by Bertsekas and Tsitsiklis - this is the book we are now using (see mailing list for pdf).
* [http://ocw.num.edu.mn/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2006/Assignments/index.htm MIT OCW Course 6.041] - has problems, solutions, lecture notes, etc. covering the material in the above book.
+
* [http://ocw.num.edu.mn/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Spring-2006/Assignments/index.htm MIT OCW 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability - Spring 2006] - has problems, solutions, lecture notes, etc. covering the material in the above book.
* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2005/related-resources/ MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability] - the text book we're using is from this course.
+
* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2005/related-resources/ MIT OCW - 6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability - Spring 2005] - this is an older version of the same course. No reason to use this anymore - just here so people know there are 2 versions of this course on OCW.
 
* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory] by Al Drake  ([https://www.noisebridge.net/wiki/File:Fundamentals_of_Applied_Probability_by_Drake.pdf pdf]) - written in 1967 and used for several decades to teach the above course. From the preface: "This is a first textbook in applied probability theory, assuming a background of one year of calculus."  
 
* [http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/related-resources/ Fundamentals of Applied Probability Theory] by Al Drake  ([https://www.noisebridge.net/wiki/File:Fundamentals_of_Applied_Probability_by_Drake.pdf pdf]) - written in 1967 and used for several decades to teach the above course. From the preface: "This is a first textbook in applied probability theory, assuming a background of one year of calculus."  
 
* [http://www.amazon.com/Fifty-Challenging-Problems-Probability-Solutions/dp/0486653552/ref=sr_1_fkmr0_1?ie=UTF8&qid=1288675926&sr=8-1-fkmr0 Fifty Challenging Problems] by Frederick Mosteller (~ 15 of the problems are viewable in amazon's preview). Monte-carlo simulations of these: [http://blog.appliedplatonics.com/tag/fifty-problems/ Josh Myer's blog]
 
* [http://www.amazon.com/Fifty-Challenging-Problems-Probability-Solutions/dp/0486653552/ref=sr_1_fkmr0_1?ie=UTF8&qid=1288675926&sr=8-1-fkmr0 Fifty Challenging Problems] by Frederick Mosteller (~ 15 of the problems are viewable in amazon's preview). Monte-carlo simulations of these: [http://blog.appliedplatonics.com/tag/fifty-problems/ Josh Myer's blog]
 +
* [http://www.amazon.com/Cartoon-Guide-Statistics-Larry-Gonick/dp/0062731025 Cartoon Guide to Statistics] by Larry Gonick
  
 
=== Past Meetings ===
 
=== Past Meetings ===
 +
* 02/01/2011 - Chapter 3 - Transforms  &nbsp; ([https://www.noisebridge.net/wiki/File:NBTransforms.pdf slides])
 +
* 1/18/20011 - transforms - 1st part of chapter
 +
* 12/14/2010 - continuous random variables - part 2 - 2nd half of Bertsekas and Tsitsiklis Chapter 3
 +
* 12/07/2010 - continuous random variables - part 1 - chapter 3 of Bertsekas & Tsitsiklis
 +
* 11/30/2010 - discrete random variables - chapter 2 of Bertsekas & Tsitsiklis ([https://www.noisebridge.net/wiki/File:Discrete_Random_Variables2.ppt slides]).
 
* 11/23/2010 - did some problems covering chapter 1 ([https://www.noisebridge.net/wiki/File:Chpt1_problems_slides.ppt slides])
 
* 11/23/2010 - did some problems covering chapter 1 ([https://www.noisebridge.net/wiki/File:Chpt1_problems_slides.ppt slides])
 
* 11/16/2010 - chapter 2. Recommended problems 2.04, 2.07, 2.11, 2.17, 2.26, 2.27, 2.28, 2.30  &nbsp; ([https://www.noisebridge.net/wiki/File:Chpt2_slides.ppt slides])
 
* 11/16/2010 - chapter 2. Recommended problems 2.04, 2.07, 2.11, 2.17, 2.26, 2.27, 2.28, 2.30  &nbsp; ([https://www.noisebridge.net/wiki/File:Chpt2_slides.ppt slides])
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*Ben W
 
*Ben W
 
*Sara N
 
*Sara N
 +
*John
  
 
=== Misc ===
 
=== Misc ===

Latest revision as of 19:01, 22 September 2011

Contents

[edit] Mailing List

http://groups.google.com/group/noisebridge-probability


[edit] Next Meeting

  • On hiatus until further notice 9/22/2011


[edit] General

A probability study group was proposed on the noisebridge-discuss list and cc'ed to the Machine Learning mailing list.

The goal is to go through the stuff covered in the 7 chapters of Fundamentals of Applied Probability Theory. We were originally using that book, but decided to switch to the Bertsekas and Tsitsiklis book (see resources) which covers the same topics, and to the problems/solutions posted under MIT OCW Course 6.041.

Approximate meeting format:

  • 30-45 min - a volunteer presents the material in the chapter
  • 30-45 min - people discuss, solve problems, go over solutions

[edit] Resources

[edit] Past Meetings

  • 02/01/2011 - Chapter 3 - Transforms   (slides)
  • 1/18/20011 - transforms - 1st part of chapter
  • 12/14/2010 - continuous random variables - part 2 - 2nd half of Bertsekas and Tsitsiklis Chapter 3
  • 12/07/2010 - continuous random variables - part 1 - chapter 3 of Bertsekas & Tsitsiklis
  • 11/30/2010 - discrete random variables - chapter 2 of Bertsekas & Tsitsiklis (slides).
  • 11/23/2010 - did some problems covering chapter 1 (slides)
  • 11/16/2010 - chapter 2. Recommended problems 2.04, 2.07, 2.11, 2.17, 2.26, 2.27, 2.28, 2.30   (slides)
  • 11/09/2010 - chapter 1. Recommended problems 1.03, 1.08, 1.09, 1.12, 1.13, 1.21, 1.24, 1.30   (slides)

[edit] Statistical Computing

R

[edit] Teaching Volunteers

  • Kai
  • Mike S
  • Ben W
  • Sara N
  • John

[edit] Misc

Conditional Risk (from http://xkcd.com/795/ )


Conditional risk.png

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