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6.041B/6.431B  Intro to Probability II

Fall 2017

Instructors: Patrick Jaillet, Alexandre Megretski, Mardavij Roozbehani

TAs: Philip Samuel Chodrow, Chong Yang Goh, Chin-Chia Hsu, Sebastien Martin

Lecture:  MW 12pm-1pm  (2-190)
Recitation (Section 1):  TR 11am-12pm  (24-121)
Recitation (Section 2):  TR 12pm-1pm  (24-121)
Recitation (Section 3):  TR 1pm-2pm  (1-150)
Recitation (Section 4):  TR 2pm-3pm  (1-150)

Information: 

Welcome to 6.041B/6.431B, Introduction to Probability II, thesecond half of the 6.041/6.431 sequence. It has three main components: (i) Additional topics in basic probability: functions of random variables, and a deeper view of conditional expectations. (ii) A thorough introduction into Bayesian inference in discrete, continuous, and mixed settings (posterior distributions, maximum a posteriori probability estimation, linear and general least mean squares estimation, Beta distributions, linear normal models). (iii) An introduction to stochastic processes (probabilistic models that evolve in time) focused on the Bernoulli and Poisson processes and finite-state Markov chains. As such, it is important for those who will be making substantial use of probabilistic models later on. See the course information and the syllabus in the material section for a detailed description.

Course Information

Syllabus and Calendar

Recitation/Tutorial Section Assignments

Solution to Book Problems

MITr Website

Piazza Forum

Tutorial Sections:

Section

Time

Location

1a

Friday, 11am-12pm

24-112

1b

Friday, 11am-12pm

38-166

1c

Friday, 11am-12pm

56-191

2a

Friday, 12pm-1pm

24-112

2b

Friday, 12pm-1pm

38-166

3a

Friday, 1pm-2pm

24-112

3b

Friday, 1pm-2pm

24-307

4

Friday, 2pm-3pm

24-307

5

Friday, 3pm-4pm

24-307

Office Hours:

Staff

Time

Location

Email

Patrick Jaillet

By appointment

32-D624

jaillet@mit.edu

Mardavij Roozbehani

Mondays, 2pm-3pm

24-307

mardavij@mit.edu

Alexandre Megretski

Mondays, 3pm-4pm

24-307

ameg@mit.edu

Sebastien Martin

Mondays, 4pm-5:30pm

24-307

semartin@mit.edu

Chin-Chia Hsu

Mondays, 5:30pm-7pm

24-307

chinchia@mit.edu

Philip Samuel Chodrow

Tuesdays, 3:30pm-5pm

36-156

pchodrow@mit.edu

Chong Yang Goh

Tuesdays, 5pm-6:30pm

36-156

cygoh@mit.edu

Announcements

Final Exam and Overall Letter Grades

You can now view your final exam grade on Stellar, under Gradebook > Final Exam. The overall letter grades have also been submitted and will appear on WebSIS soon.

SOLUTIONS AND GRADE HISTOGRAMS:
The exam solutions and grade histograms are posted under Materials > Exams.

GRADED EXAMS:
The graded exam booklets will not be distributed back to the class. But we will provide some later arrangements for those wishing to view their exams.

Thank you for taking this class with us and for all your hard work. Happy holidays!

Announced on 23 December 2017  1:01  p.m. by Chong Yang Goh

Review Session Notes Posted

The review session notes by Philip and Sebastien, including the review material and the True/False questions, have been posted to Stellar under Materials > Review.
Good luck for the exam next week!

Announced on 14 December 2017  9:30  p.m. by Sebastien Martin

No More Recitation and Tutorial; Review Session Tomorrow; Pset Grades

- There is no recitation tomorrow and no tutorial on Friday.

- Two of the TAs, Phil and Sebastien, will hold an optional exam review session tomorrow (Thursday) from 7-9pm at 34-101. As usual, the review materials will be posted on Stellar after the session.

- Pset 10 was returned today during the lecture. Please check the Gradebook on Stellar for any missing pset grades. If you find any, let Chong (cygoh@mit.edu) know asap.

Best wishes for the finals! :)

Announced on 13 December 2017  7:08  p.m. by Chong Yang Goh

Final Exam Information (read carefully)

We will have the Final Exam on Friday, December 22 from 9am-12pm in duPont Gym (building W32).

COVERAGE:
The exam covers the materials in lectures 13-25 (Chapters 4.3, 4.5, 5.1-5.4, 6.1-6.2, 7.1-7.4, 8.1-8.4 of the text; Units 6-10 on MITr covering Lec 13-19, 21-26), and problem sets 6-11.

CHEAT SHEETS:
The exam will be closed-book, but you are allowed to bring with you two double-sided sheets of notes (8.5 x 11 inch paper, hand written). The use of computing devices (calculators, laptops, smartphones, etc.) is not allowed and not needed.

REVIEW SESSION:
The TAs will be holding an optional exam review session on Thursday, December 14, from 7-9pm in room 34-101.

MAKE-UP EXAM:
Conflicts with other exams should have already been resolved by the Schedules Office. If you have a conflict but have yet to be assigned an alternative exam schedule, please write to schedules@mit.edu asap.

PAST EXAMS:
A practice exam from Fall 2015 has been posted on Stellar, under Materials > Exams. You can also find exams from earlier years on OCW below. Since the course syllabus may have changed over the years, past exams may not be indicative of this term's exam.
http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-fall-2010/exams/

Announced on 04 December 2017  3:12  p.m. by Chong Yang Goh

Practice Quiz Solutions

Solutions for the Practice Quiz have been posted on Stellar, under Materials > Exams.

If you have any questions regarding the quiz, you're welcome to ask on Piazza or during the office hours.

Announced on 29 November 2017  2:43  p.m. by Chong Yang Goh

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