Probability: Difference between revisions

From Noisebridge
Jump to navigation Jump to search
mNo edit summary
No edit summary
 
(34 intermediate revisions by 3 users not shown)
Line 5: Line 5:
<br>
<br>
=== Next Meeting ===
=== Next Meeting ===
* On hiatus until further notice 9/22/2011


* Review and work through 2 or 3 example problems covering concepts from chapters 1,2. Then finish presentation of chapter 2 (continuous random variables). After this people can solve problems together or go over answers to any of the recommended problems in chapters 1, 2.
* When: Tuesday (11/23)  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 - (Google Docs Powerpoint)] <br>
These are book problems or other problems that 1 or more people felt were interesting enough to try solving.<br>
Anyone who has this link can edit/add their own problems.<br>
<br>
<br>
Each problem should include:
* the problem
* what concepts are required for the solution (eg. conditional independence, continuous random variables, etc.)
* names of people who have worked through the problem


<br>
=== General ===
=== General ===


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 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].  
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].  


Proposed meeting format:
Approximate meeting format:
* 30 min - a volunteer presents the material in the chapter (this will be for people who didn't have time to read the chapter at home, and for those who want to teach)
* 30-45 min - a volunteer presents the material in the chapter
* 30-45 min - discussion and problem solving (those who solved the problems at home can compare answers, those who didn't can work on the problems together)
* 30-45 min - people discuss, solve problems, go over solutions


=== Resources ===
=== Resources ===


* [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(s) we're using are from this course.
* [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 -  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 - 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.athenasc.com/probbook.html Introduction to Probability] by Bertsekas and Tsitsiklis - this is the book written and used by the current professors - it appears to be identical in terms of the layout and the topics covered.
* [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])
* 11/17/2010 - 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])
* 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])
* 11/16/2010 - 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])
* 11/09/2010 - chapter 1. Recommended problems 1.03, 1.08, 1.09, 1.12, 1.13, 1.21, 1.24, 1.30  &nbsp; ([https://www.noisebridge.net/wiki/File:Chpt1_slides.ppt slides])
* 11/09/2010 - chapter 1. Recommended problems 1.03, 1.08, 1.09, 1.12, 1.13, 1.21, 1.24, 1.30  &nbsp; ([https://www.noisebridge.net/wiki/File:Chpt1_slides.ppt slides])


Line 53: Line 47:
*Ben W
*Ben W
*Sara N
*Sara N
*John


=== Misc ===
=== Misc ===

Latest revision as of 19:01, 22 September 2011

Mailing List[edit]

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


Next Meeting[edit]

  • On hiatus until further notice 9/22/2011


General[edit]

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

Resources[edit]

Past Meetings[edit]

  • 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)

Statistical Computing[edit]

R

Teaching Volunteers[edit]

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

Misc[edit]

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


Conditional risk.png