Probability - The Science of Uncertainty and Data

Probability - The Science of Uncertainty and Data

The world is full of uncertainty: accidents, storms, unruly financial markets, noisy communications. The world is also full of data. Probabilistic modeling and the related field of statistical inference are the keys to analyzing data and making scientifically sound predictions.

Probabilistic models use the language of mathematics. But instead of relying on the traditional "theorem-proof" format, we develop the material in an intuitive -- but still rigorous and mathematically-precise -- manner. Furthermore, while the applications are multiple and evident, we emphasize the basic concepts and methodologies that are universally applicable.

The course covers all of the basic probability concepts, including:

• multiple discrete or continuous random variables, expectations, and conditional distributions
• laws of large numbers
• the main tools of Bayesian inference methods
• an introduction to random processes (Poisson processes and Markov chains)

The contents of this courseare heavily based upon the corresponding MIT class -- Introduction to Probability -- a course that has been offered and continuously refined over more than 50 years. It is a challenging class but will enable you to apply the tools of probability theory to real-world applications or to your research.