15-259/659 Probability and Computing (PnC), SPRING 2024, 9 Units

THE COOLEST of PROBABILITY CLASSES: Where probability meets chocolate

Probability theory has become indispensable in computer science.

It is at the core of 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 no longer be passing out bound notes. 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, please consider taking the follow-on class with the same textbook: 15-359 Probability and Computing II, to be offered in Fall 2024. That class covers the following topics: 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, GHC 4401
• Recitations:
  • (A) FRIDAY 9:00 am - 9:50 am, WEH 2302, TA: Andy Zhu
  • (B) FRIDAY 1:00 pm - 1:50 pm, WEH 2302, TAs: Tarun Chiruvolu and Ivan Zheng
  • (C) FRIDAY 2:00 pm - 2:50 pm, WEH 2302, TAs: Kevin He and Christina Yao
  • (D) FRIDAY 1:00 pm - 1:50 pm, BH A53, TA: Zack Sussman
  • (F) FRIDAY 3:00 pm - 3:50 pm, WEH 4709, TA: Jimmy Zhang

PROFESSORS:

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

Weina Wang weinaw@cs.cmu.edu OH: Thu 4:00 pm - 5:30 pm, GHC 7001

TAs:

Tarun Chiruvolu tchiruvo@andrew.cmu.edu OH: Thu 7:00 pm - 8:30 pm GHC 8102	Kevin He kevinhe@andrew.cmu.edu OH: Mon 2:30 pm - 4:00 pm Gates 5th floor Commons, Table 2
Zack Sussman zjsussma@andrew.cmu.edu OH: Wed 2:30 pm - 4:00 pm Gates 5th floor Commons, Table 1	Billy Yan yunzhouy@andrew.cmu.edu Billy has gone off to his new job!
Christina Yao yuanyao2@andrew.cmu.edu OH: Thu 2:00 pm - 3:30 pm Gates 5th floor Commons, Table 3	Jimmy Zhang jimmyzha@andrew.cmu.edu OH: Tue 3:30 pm - 5:00 pm Gates 5th floor Commons, Table 2
Ivan Zheng yzheng4@andrew.cmu.edu OH: Tue 6:00 pm - 7:30 pm Gates 5th floor Carrel 2	Andy Zhu aqz@andrew.cmu.edu OH: Mon 4:30 pm - 6:00 pm Gates 5th floor Commons, Table 2

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