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Spring 2018Lectures.Spring2018 HistoryShow minor edits - Show changes to output Added line 36:
* [[(Attach:)IC566_Assignment5_2018.pdf | Assignment 5]] (due: June 7) Changed line 65 from:
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*[May 24] No class ([[http://iset2018.iemek.org/ | ISET 2018 ]]) Added line 35:
* [[(Attach:)IC566_Assignment4_2018.pdf | Assignment 4]] (due: May 31) Changed lines 73-74 from:
Classical inference – III, course * Final exam to:
Classical inference – III, course review Changed line 36 from:
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* The final exam is scheduled at 1:30 pm, June 11 Changed line 34 from:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: to:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: {-May 14-} %red% May 17%black%) Changed line 32 from:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: to:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: {-March 29-} %red% April 2%black%) Changed line 32 from:
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* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: %red%{-March 29-} April 2%black%) Changed line 34 from:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: %red%{-May 14-} May 17) to:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: %red%{-May 14-} May 17%black%) Changed line 34 from:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: May 14) to:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: %red%{-May 14-} May 17) Changed line 34 from:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: May to:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: May 14) Added line 34:
* [[(Attach:)IC566_Assignment3_2018.pdf | Assignment 3]] (due: May 13) Changed line 58 from:
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*[May 7] No class (national holiday) Changed line 53 from:
*[Apr. 19] Bernoulli to:
*[Apr. 19] Bernoulli process (makeup class) Changed lines 54-55 from:
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*[Apr. 23] (%red%Class begins at noon%%) Poisson process – I *[Apr. 26] No class ([[https://www.kics.or.kr/home/kor/Event/Contents.aspx?ContentUID=b433c874-047c-46bc-a42c-d45fe8fecc9a&EventUID=9923f0e9-8f77-455d-8274-956b0ac2a877 | 미래통신기술 워크샵 ]]) Changed line 55 from:
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* * * *21. Bayesian statistical inference – I *22. Bayesian statistical inference – II *23. Classical inference – I *25. to:
*[Apr. 19] Bernoulli process *[Apr. 23] Poisson process – I *[Apr. 26] No class *[Apr. 30] Poisson process – II *[May 3] Markov chains – I *[May 7] No class *[May 10] Markov chains – II *[May 14] Markov chains – III *[May 17] Weak law of large numbers *[May 21] Central limit theorem *[May 24] ISET 2018 *[May 28] Bayesian statistical inference – I *[May 31] Bayesian statistical inference – II *[June 4] Classical inference – I *[June 7] Classical inference – II Classical inference – III, course review Changed line 50 from:
*[Apr. 5] (%red%Class begins at noon) Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables (regular + makeup class) to:
*[Apr. 5] (%red%Class begins at noon%%) Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables (regular + makeup class) Changed line 50 from:
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*[Apr. 5] (%red%Class begins at noon) Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables (regular + makeup class) Changed line 32 from:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: %red%{ to:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: %red%{-March 29-} April 2) Changed line 32 from:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: March 29) to:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: %red%{ March 29-} April 2) Changed line 51 from:
*[Apr. 9 & 12] No class ([[https://cister.isep.ipp.pt/cpsweek2018/ | to:
*[Apr. 9 & 12] No class ([[https://cister.isep.ipp.pt/cpsweek2018/ | CPS Week 2018 ]]) Changed lines 49-50 from:
*[Apr. 2] (%red%Class begins at 1 pm%%) Multiple continuous random variables; Continuous Bayes rule; derived distributions to:
*[Apr. 2] (%red%Class begins at 1 pm%%) Multiple continuous random variables; Continuous Bayes rule; derived distributions (regular + makeup class) *[Apr. 5] (%red%Class begins at ??? determined on Apr. 2%%) Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables (regular + makeup class) Changed line 33 from:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9 to:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9. The drop box is in front of E3-506) Changed line 33 from:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9: The drop box is in front of to:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9: The drop box is in front of E3-506) Changed line 33 from:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9: The drop box is in front of the CSI Lab., E3- to:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9: The drop box is in front of the CSI Lab., E3-506) Changed line 50 from:
*[Apr. 5] Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables to:
*[Apr. 5] (%red%Class begins at ??? determined on Apr. 2%%) Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables Added lines 35-36:
* The midterm exam is scheduled at 1:30 pm, April 16 Changed line 48 from:
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*[Apr. 5] Convolution; covariance and correlation; Iterated expectations; sum of a random number of random variables Deleted line 49:
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*[Apr. 16] Midterm exam Changed line 47 from:
*[Apr. 2] Multiple continuous random variables; Continuous Bayes rule; derived distributions to:
*[Apr. 2] (%red%Class begins at 1 pm%%) Multiple continuous random variables; Continuous Bayes rule; derived distributions Changed lines 45-48 from:
*[Mar. 26] Continuous random variables * to:
*[Mar. 26] Continuous random variables; Multiple continuous random variables *[Mar. 29] No class *[Apr. 2] Multiple continuous random variables; Continuous Bayes rule; derived distributions *[Apr. 5] Derived distributions; convolution; covariance and correlation *[Apr. 9 & 12] No class ([[https://cister.isep.ipp.pt/cpsweek2018/ | ACM/IEEE CPS Week 2018 ]]) Changed line 33 from:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 5) to:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 9: The drop box is in front of the CSI Lab., E3-5 ) Changed line 33 from:
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* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 2]] (due: April 5) Added line 33:
* [[(Attach:)IC566_Assignment2_2018.pdf | Assignment 1]] (due: April 5) Changed lines 44-45 from:
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*[Mar. 26] Continuous random variables *[Mar. 29] Multiple continuous random variables Changed line 42 from:
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*[Mar. 19] (%red%Class begins at noon%%) Discrete random variable examples; joint PMFs & Multiple discrete random variables (regular + makeup class) Changed line 42 from:
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*[Mar. 19] (%red% Class begins at noon%%) Discrete random variable examples; joint PMFs & Multiple discrete random variables (regular + makeup class) Changed line 42 from:
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*[Mar. 19] (%red% Class begins at noon%%) Discrete random variable examples; joint PMFs & Multiple discrete random variables: expectations, conditioning, independence Changed line 42 from:
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*[Mar. 19 (%red% Class begins at noon%%)] Discrete random variable examples; joint PMFs & Multiple discrete random variables: expectations, conditioning, independence Changed line 42 from:
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*[Mar. 19 (%red% Class begins at noon%%] Discrete random variable examples; joint PMFs & Multiple discrete random variables: expectations, conditioning, independence Changed line 43 from:
*[Mar. 22] No class ([[http://www.ictkorea.org/main/ to:
*[Mar. 22] No class ([[http://www.ictkorea.org/main/ | ICT Convergence Korea 2018 ]]) Changed lines 42-43 from:
*[Mar. 19] Discrete random variable examples; joint PMFs to:
*[Mar. 19] Discrete random variable examples; joint PMFs & Multiple discrete random variables: expectations, conditioning, independence *[Mar. 22] No class ([[http://www.ictkorea.org/main/ (ICT Convergence Korea 2018)]]) Deleted line 35:
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* (Attach:)IC566_Assignment1_2018.pdf | Assignment 1] (due: March 29) to:
* [[(Attach:)IC566_Assignment1_2018.pdf | Assignment 1]] (due: March 29) Changed lines 33-34 from:
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* (Attach:)IC566_Assignment1_2018.pdf | Assignment 1] (due: March 29) [[(Attach:)queuing-theory-revised-kjp.ppt|here]] Changed line 33 from:
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* [Attach:IC566_Assignment1_2018.pdf | Assignment 1] (due: March 29) Changed line 33 from:
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* Attach:IC566_Assignment1_2018.pdf | Assignment 1 (due: March 29) Changed line 33 from:
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* Attach:IC566_Assignment1 2018.pdf | Assignment 1 (due: March 29) Added lines 32-33:
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*[Mar. 15] Discrete random variables; probability mass functions; expectations *[Mar. 19] Discrete random variable examples; joint PMFs Changed line 47 from:
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* Midterm exam Changed lines 59-60 from:
*25. Classical inference – III, course to:
*25. Classical inference – III, course review * Final exam Changed lines 38-49 from:
*5. Discrete random variables *8. Derived distributions *9. Iterated *13. Weak law of large numbers *14. Central limit theorem *16. Classical inference to:
*5. Discrete random variables; probability mass functions; expectations *6. Discrete random variable examples; joint PMFs *7. Multiple discrete random variables: expectations, conditioning, independence *8. Continuous random variables *9. Multiple continuous random variables *10. Continuous Bayes rule; derived distributions *11. Derived distributions; convolution; covariance and correlation *12. Iterated expectations; sum of a random number of random variables *13. Bernoulli process *14. Poisson process – I *15. Poisson process – II *16. Markov chains – I *17. Markov chains – II *18. Markov chains – III *19. Weak law of large numbers *20. Central limit theorem *21. Bayesian statistical inference – I *22. Bayesian statistical inference – II *23. Classical inference – I *24. Classical inference – II *25. Classical inference – III, course review Changed lines 10-12 from:
Kyung-Joon Park Office hours: By appointment to:
Kyung-Joon Park (kjp@, x6314, and E3-513)\\ Office hours: Right after class or by appointment Changed lines 11-13 from:
Office hours: By appointment, to:
Office hours: By appointment, E3-513 DGIST Changed line 15 from:
MTh 13:30-15:00 pm, E3- to:
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Office hours: By appointment, E3-513 to:
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*[Feb. 26] Probability models and axioms *[Mar. 5] Conditioning and Bayes rule *[Mar. 8] Independence Changed line 13 from:
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*[February 26] Probability models and axioms Added lines 1-46:
(:Title Spring 2018:) [++'''IC566: Random Signals and Random Processes (Spring 2018) '''++] -------------------------------------------------------------------------------- '''Instructor: '''\\ Kyung-Joon Park\\ Office hours: By appointment, 3-309 DGIST '''Textbooks: ''' * Introduction to Probability, Dimitri P. Bertsekas and John N. Tsitsiklis, Athena Scientific, 2nd edition, 2008 '''Course Description: ''' \\ This will be an introductory graduate level course on probability and random processes. The classes will have three phases: First, we will begin with the review of undergraduate level probability and random variables. Second, we will proceed to cover the basic concepts and engineering examples of discrete and continuous random processes, such as Bernoulli, Poisson, and Markov. Last, we will apply our understanding of probabilistic models to detection and estimation problems of random signals. \\\ '''Grading policies:'''\\ Homework 30%, Midterm exam 30%, Final exam 40%\\\ '''Announcement:''' '''Lectures:''' *1. Probability models and axioms *2. Conditioning and Bayes rule *3. Independence *4. Counting *5. Discrete random variables *6. Continuous random variables *7. Continuous Bayes rule *8. Derived distributions; convolution; covariance and correlation *9. Iterated expectations *10. Bernoulli process *11. Poisson process *12. Markov chains *13. Weak law of large numbers *14. Central limit theorem *15. Bayesian statistical inference *16. Classical inference |