15-259/559 Probability and Computing (PnC)
12 Units, FALL 2024

Where probability meets chocolate!
Probability theory has become indispensable in computer science:

It is at the core of artificial intelligence and machine learning, where one often needs to make decisions under stochastic uncertainty. It is also integral to computer science theory, where probabilistic analysis and ideas based on randomization appear in many algorithms. It is a central part of performance modeling in computer networks and systems, where probability is used to predict delays, schedule resources, and provision capacity.

This course gives an introduction to probability as it is used in computer science theory and practice,
drawing on applications and current research developments as motivation and context.

TEXTBOOK FOR CLASS

The course notes for the class have now been published by Cambridge University Press 2024.
We will be covering Chapters 1-17 of this textbook.

Discrete & Continuous Probability Probability on Events. Discrete and Continuous Random Variables. Conditioning and Bayes. Higher Moments. Laplace transforms and z-transforms. Gaussians and Central Limit Theorem. Tails and Stochastic dominance. Systems Modeling Heavy-tailed distributions. Poisson processes. Simulation of random variables. Event-driven simulations Statistics Estimators for mean and variance. Maximum likelihood estimation (MLE). MAP estimation. Bayesian statistical inference. Confidence intervals.

If you like this class, consider taking the follow-on class with the same textbook: 15-359 PnC II.
That class covers Chapters 18-27: Chernoff bounds, Hoeffding Bounds, Balls-and-Bins Problems,
Hashing, Randomized Algorithms, Discrete-Time Markov Chains, Ergodicity Theory.

CLASS/RECITATION TIMES:

• Lectures: TUESDAY and THURSDAY 12:30 pm - 1:50 pm, TEP 1403

• Recitations:

  • FRIDAY 1:00 pm - 1:50 pm, GHC 5222, TAs: Kevin
  • FRIDAY 1:00 pm - 1:50 pm, GHC 4102, TAs: Yuvan
  • FRIDAY 2:00 pm - 2:50 pm, BH 255A, TAs: Rohan & Mitch

PROFESSORS:

Mor Harchol-Balter harchol@cs.cmu.edu OH: Wed 5:30 - 7:00 pm, GHC 7207

Feras Saad fsaad@andrew OH: Tue 2:00 - 3:30 p.m., GHC 9225

TAs:

Mitch Wu menghuiw@andrew OH: Wed 2:00 p.m. - 3:30 p.m. Location: Table 3 of 5th floor GHC	Kevin He kevinhe@andrew OH: Mon 3:30 p.m. - 5 p.m. Location: Table 3 of 5th floor GHC
Yuvan Das ydas@andrew OH: Thu 5:00 p.m. - 6:30 p.m. Location: 5th floor Carrel 3	Rohan Jain rohanjai@andrew OH: Tue 6:00 p.m. - 7:30 p.m. Location: 5th floor Carrel 3

SPONSOR: