15 070J - Discrete Probability and Stochastic Processes

Description
Prereq: 6.431, 6.436, 18.100A, 18.100B, or 18.100Q. Provides an introduction to tools used for probabilistic reasoning in the context of discrete systems and processes. Tools such as the probabilistic method, first and second moment method, martingales, concentration and correlation inequalities, theory of random graphs, weak convergence, random walks and Brownian motion, branching processes, Markov chains, Markov random fields, correlation decay method, isoperimetry, coupling, influences and other basic tools of modern research in probability will be presented. Algorithmic aspects and connections to statistics and machine learning will be emphasized.
Credits
12
Recent Professors
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Recent Semesters
Spring 2020
Offered
MW
Avg. Sections
1