Monday, 7:00-9:00.

Warren Weaver Hall room 312.

- Email:
- phone: (212) 998-3123
- office: 329 Warren Weaver Hall

Amos Gilat,

Steven Leon,

Recommended:

Morris DeGroot and Mark Schervish, * Probability and Statistics,* Addison
Wesley, 2001.

Online documentation for MATLAB: Getting Started with MATLAB

Exercises 1 NOT TO HAND IN.

Assignment 2 due Oct. 12. Postponed to Oct. 19.

Exercises 2 NOT TO HAND IN.

Assignment 3 due Nov. 2.

Sample Output for Assignment 3

Exercises 3 NOT TO HAND IN.

Assignment 4 due Nov. 16. Postponed to Nov. 23

Sample solutions to Assignment 4

Assignment 5 due Nov. 30.

Sample outputs for Assignment 5

Assignment 6 due Dec. 14

Sample outputs for Assignment 6

Study sheet

Final exam (40% of the grade).

Class Notes Chapter 1: MATLAB. Gilat.

Class Notes Chapter 2: Vectors.

Week 2. Matrices. Definition, fundamental properties, basic
operations. Linear transformations.

Class Notes Chapter 3: Matrices.

Week 3. Abstract linear algebra: Linear independence, basis,
rank, orthogonality,
subspaces, null space.

Class Notes Chapter 4: Vector Spaces.

Week 4. Solving linear equations using Gaussian elimination.

Class Notes Chapter 5: Algorithms

Weeks 5+6. Geometric applications.

Class Notes Chapter 6: Geometry.

Week 7: Basis change and singular value decomposition.

Class Notes Chapter 7: Basis change.

Week 9: Random variables. Expected value and variance. Discrete and
continuous distributions.

Application: Machine learning.

Week 10: Information theory and entropy. Maximum entropy technique.

Week 11: Markov chains.

Application: Natural language processing.

Week 12: Non-parametric statistics. Computer-based resampling techniques.
Confidence intervals and statistical significance.

Application: Software testing.

Week 13: Distributions. Binomial and normal distributions.

Week 14: Monte Carlo methods.

I am not taking attendance, and there is no penalty for missing class. If you are too ill to come to class, but well enough to work at home, then submit your assignments by email. If you are too ill to work, I will accept assignments a week late. If you miss both the regular due date and the late deadline due to illness, please consult with meIf you have any symptoms of the flu, and especially if you are sneezing or coughing, PLEASE TAKE CARE OF YOURSELF AT HOME AND DO NOT COME TO CLASS. Going out in public when you have a communicable illness is not only unwise in terms of your own health, but it is extremely irresponsible and unfair to fellow students to put them at risk.Please note also:

- A significant fraction of cases of swine flu occur without any fever, or with a depressed temperature. If you have sneezing, coughing, body aches, and fatigue, you should assume you have the flu, even if you have no fever.
- You remain contagious for some time after you are feeling better. Please stay home for at least 24 hours after your fever and other symptoms have gone away.
- The progress of the disease can extremely fast. If you feel seriously ill (high fever, difficulty breathing, etc.) seek medical attention IMMEDIATELY.