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Probability / Statistics

Schedule

Date Time Description
9.9.2021 9:00-12:15 Introduction
Probabilités discretes
Indépendance statistique
Théorème de Bayes
Entropie et KL-divergence
16.9.2021 9:00-12:15 Espérance et variance
Méthode de Monte-Carlo
Entropie de la posterior
Probabilités continues
TP 0
17.9.2021 9:00-12:15 TP 1
23.9.2021 9:00-12:15 Inégalité de concentration
Loi faible des grands nombres
Théorème central limite
Intérêt en apprentissage automatique
TP 2
28.10.2021 9:00-12:15 Réduction de dimensions
29.10.2021 9:00-12:15 TODO
5.11.2021 9:00-12:15 TODO
12.11.2021 10:00-12:15 TODO

Lab exercises

Lab exercises should be done in group of 1-3 students. When you send me your code and/or report, start the subject with [probas] and send it to my email adress below. -1 point if you have an incorrect subject or use another one of my email adresses. I will send you back a confirmation email.

TP0: download notebook / view as html
TP1: download notebook / view as html

Grading Scheme

  • 100%: Lab exercises

References

Contact

You can contact me at caio.corro@u-psud.fr, either in French or English, with a subject starting with [probas]. Please, do not worry about typos or not being overly formal enough (just treat your instructors and colleagues with the same respect you would like to be treated).

WARNING: Each mail must discuss at most one point. Don’t send e-mails to several of my addresses. Thank you.