Teaching Assistant: Zhou Zhou (zzstephen@gmail.com)

Tuesdays and Thursdays, 5:00 PM - 6:15 PM
Thornton Hall, room A119

Instructor Office Hours: Tuesdays, 10AM-12PM in Olsson 102G. Tuesdays, 12PM-1PM online for CGEP students.
TA Office Hours: Mondays, 10AM-12PM in Olsson 111C.

Announcements • Handouts • Homework

• There will be no lecture on Thursday, 9/29. I will be out of town, and will cover the topic listed in the syllabus after the midterm exam.

• The default time for the SYS6005 take-home midterm will be 3PM Sunday, 10/2 -- 3:15 PM Tuesday, 10/4. For those of you with significant time conflicts, I will offer an alternate exam time of 3PM Friday, 9/30 -- 3:15 PM Sunday, 10/2. In both cases, the exam will be sent to you via email at the start time.
  If you intend to take the exam in the earlier Fri -- Sun slot, please let me know via email no later than 12PM on Friday, 9/30. If I don't hear from you, you will be emailed the exam at the default time on Sunday.

• Course syllabus

• Lecture slides will be posted below as each topic is covered in class:
  1. Course Introduction
     
  2. Probabilistic models
     
  3. Discrete random variables
     
  4. General random variables
     
  5. Bayesian statistical inference
     
  6. The weak law of large numbers
     
  7. Intro to Markov chains
     
  8. Steady-state analysis of Markov chains
     
  9. Transient analysis of Markov chains
     
  10. Hidden Markov models
      

• Handwritten lecture notes

1. Homework #1, due 9/6/2011. (Solutions)
2. Homework #2, due 9/13/2011 (Solutions)
3. Homework #3, due 9/20/2011 (Solutions)
   
4. Homework #4, due 9/29/2011 (Solutions)
   
5. Homework #5, due 10/20/2011 (Solutions)
   
6. Homework #6, due 11/1/2011 (Solutions)
7. Homework #7, due 11/10/2011 (Solutions)
8. Homework #8, due 11/22/2011 (Solutions)
9. Homework #9, (Solutions)