6 265J - Discrete Probability and Stochastic Processes

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.

Y. Polyanskiy, D. Gamarnik, G. Bresler

Spring 2022, Spring 2021, Spring 2020

12

Chat with other students in 6 265J

Add 6 265J to your schedule