Probability, Statistics and Machine Learning
References:
Grinstead and Snell's Introduction to Probability;
Advanced Data Analysis from an Elementary Point of View
Detailed class info can be found here
- Lab02 numpy array, equations, loops, lists, strings, built-in functions
- Lec02 Random variables, expecations, variables, pdf, cdf
- Lab03 numpy
- Lab03 matplotlib
- Lec03 Central Limit Theorem and Law of Large Numbers
- Lec03 Introduction to inverse_transform_method
week 04 - Inplement inverse sampling method; Plot "probability". The amazing Normal Distribution - everything is Normal.
- Lab04 density vs histogram; pdf and cdf
- Lab04 Inverse sampling by samples and by cdf
- Lec04 Normal distribution
week 05- Visualization of Central Limit and Law of Large Number. From central limit to normal, and to Hypothesis testing.
- Lab05 Visualization of Central Limit and Law of Large Number -- sampe methods are different!
- Lec05 Hypothesis Testing -- an application of central limit
- Lec05 Hypothesis Testing -- examples
- Lec04 How to use z-table
week 06 - ALL linear regressions you can build in Python. Intro to Naive Bayes == maximal likelihood estimation and Linear regression as its applicaiton (without proof, will prove later)
- Lec06 More Hypothesis Testing -- summarize double sided vs one sided p
- Lec06 Maximal Likelihood estimation -- Linear regression is a special example
- linear regression -- different descents methods
- linear regression using Theano
- linear regression with Cross Validation
- linear regression with Lasso
- linear regression with Ridge
- Lab07 linespace vs arrange; Python plot "density" does not work
- Lab07 Frequency stats visualization and calculations
- Lab07 First mixture model and seaborn is a good plot tool
week 09 -- Monte Carlo, rejection sampling, importance sampling. More maximal likelihood estimation.
- lab09 Monte Carlo
- Lab09 An example to see variance and acceptance rate using: Monte Carlo, Rejection sampling (w/o Steroids), Importance sampling
- Lab09 Importance sampling -- use caution
week 10 -- Errors: Monte Carlo, Trapezoid Rule, Left integration. Detailed proof of linear regression as MLE.
- Lab10 Compare variance amount "Monte Carlo, Trapezoid Rule, Left integration"
- Lec10 Linear regression as MLE.
- Lab12 Markov Chain Simulation and Recursion properties
- Lab12 When to round your answer for stable matrices?
- Lec12 Markov Chain: different states properties: transient, recurrent or absorbing