Syllabus

This syllabus is under development and is subject to change. Unless otherwise noted, lecture videos will be released at least two days before the corresponding discussion session. Due dates for homework and lab assignments will be announced shortly.

If you are requesting an extension for a HW or lab assignment (due to DSP accommodations), please email any of the GSIs prior to the original deadline date. Please avoid emailing the professors.

Show all lecture descriptions

Week Lecture Date Topic Slides Lecture Discussion Recordings Discussion Materials Lab Homework
1 1 Tuesday 1/19/21

Course Overview, Making Decisions Under Uncertainty

Videos Video
2 Thursday 1/21/21

Binary Decision-Making

Videos Video
2 3 Tuesday 1/26/21

P-Values and Multiple Hypothesis Testing

Videos Video
4 Thursday 1/28/21

Online False Discovery Rate Control & ROC curves

Videos Video
3 5 Tuesday 2/2/21

Frequentist vs. Bayesian Decision-Making

Videos Video
6 Thursday 2/4/21

Overview of Bayesian Modeling

Videos Video
4 7 Tuesday 2/9/21

Graphical Models

Videos Video
8 Thursday 2/11/21

Rejection Sampling and Markov Chains

Videos
5 9 Tuesday 2/16/21

Markov Chain Monte Carlo (MCMC) and Gibbs Sampling

Videos
10 Thursday 2/18/21

Regression and GLMs

Videos
6 11 Tuesday 2/23/21

Model checking for GLMs

Videos
12 Thursday 2/25/21

Uncertainty quantification for GLMs

Videos
7 Tuesday 3/2/21

Midterm 1

13 Thursday 3/4/21

Causal Inference I

Videos
8 14 Tuesday 3/9/21

Causal Inference II

15 Thursday 3/11/21

Causal Inference III

9 16 Tuesday 3/16/21

Concentration Inequalities

17 Thursday 3/18/21

Bandits I

10 18 Tuesday 3/30/21

Bandits II

19 Thursday 4/1/21

Generalization, Robustness, Distribution Shift I

11 20 Tuesday 4/6/21

Interpretability

21 Thursday 4/8/21

Reinforcement Learning I

12 22 Tuesday 4/13/21

Reinforcement Learning II

Thursday 4/15/21

Midterm 2

13 23 Tuesday 4/20/21

Game Theory and Matching Markets

24 Thursday 4/22/21

Differential Privacy

14 25 Tuesday 4/27/21

Nonparametric Methods

26 Thursday 4/29/21

Generalization, Robustness, Distribution Shift II