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.
Week | Lecture | Date | Topic | Slides | Lecture | Discussion Recordings | Discussion Materials | Lab | Homework |
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1 | 1 | Tuesday 1/19/21 |
Course Overview, Making Decisions Under Uncertainty
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Videos | Video | ||||
2 | Thursday 1/21/21 |
Binary Decision-MakingWe discuss concepts like TPR, FPR and FDP. |
Videos | Video | |||||
2 | 3 | Tuesday 1/26/21 |
P-Values and Multiple Hypothesis TestingWe define p-values, introduce the problem of multiple hypothesis testing, and talk about the Bonferroni and Benjamini-Hochberg procedures for addressing it. |
Videos | Video | ||||
4 | Thursday 1/28/21 |
Online False Discovery Rate Control & ROC curves
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Videos | Video | |||||
3 | 5 | Tuesday 2/2/21 |
Frequentist vs. Bayesian Decision-Making
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Videos | Video | ||||
6 | Thursday 2/4/21 |
Overview of Bayesian Modeling
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Videos | Video | |||||
4 | 7 | Tuesday 2/9/21 |
Graphical Models
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Videos | Video | ||||
8 | Thursday 2/11/21 |
Rejection Sampling and Markov Chains
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Videos | ||||||
5 | 9 | Tuesday 2/16/21 |
Markov Chain Monte Carlo (MCMC) and Gibbs Sampling
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Videos | |||||
10 | Thursday 2/18/21 |
Regression and GLMs
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Videos | ||||||
6 | 11 | Tuesday 2/23/21 |
Model checking for GLMs
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Videos | |||||
12 | Thursday 2/25/21 |
Uncertainty quantification for GLMs
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Videos | ||||||
7 | Tuesday 3/2/21 |
Midterm 1
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13 | Thursday 3/4/21 |
Causal Inference I
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Videos | ||||||
8 | 14 | Tuesday 3/9/21 |
Causal Inference II
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15 | Thursday 3/11/21 |
Causal Inference III
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9 | 16 | Tuesday 3/16/21 |
Concentration Inequalities
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17 | Thursday 3/18/21 |
Bandits I
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10 | 18 | Tuesday 3/30/21 |
Bandits II
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19 | Thursday 4/1/21 |
Generalization, Robustness, Distribution Shift I
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11 | 20 | Tuesday 4/6/21 |
Interpretability
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21 | Thursday 4/8/21 |
Reinforcement Learning I
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12 | 22 | Tuesday 4/13/21 |
Reinforcement Learning II
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Thursday 4/15/21 |
Midterm 2
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13 | 23 | Tuesday 4/20/21 |
Game Theory and Matching Markets
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24 | Thursday 4/22/21 |
Differential Privacy
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14 | 25 | Tuesday 4/27/21 |
Nonparametric Methods
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26 | Thursday 4/29/21 |
Generalization, Robustness, Distribution Shift II
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