APMA 1690: Computational Probability & Statistics
Course Information
Lectures
M/W/F 9:00 - 9:50 am [lectures
continue during reading period]
Hunter Psychology Lab, Carmichael Auditorium
(Room 130)
Instructor
Matthew
Harrison
182 George St Room 327
Office hours: Tuesdays 2-5pm
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
TAs
Dahlia Nadkarni
Office hours: Mondays 2:30-4:30pm; 182 George
St Room 024
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
Wei Wu
Office hours: Friday 3-5pm; 180 George St Room
002
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
Hoy Loper
Office hours: Monday 12-2pm; J. Walter
Wilson Room 501
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
Computer TA [for basic Matlab help only]
Seonmin Ahn
Office hours: Wednesdays 3-5pm, Thursdays
9-11am; 37 Manning St Room 005
Firstname_Lastname@brown.edu
Website
http://mycourses.brown.edu/
[automatic
access
for
enrolled
students,
guest
access
for
anyone
for the first few weeks, email me after that for access]
Prerequisites
Calculus-based
undergraduate
probability,
such
as
APMA
1650
or
MATH
1610,
is required. Familiarity with matrix algebra is
helpful. No prior computer programming experience is
required.
Course
Description
Probability and statistics are increasingly computational
fields. Students will be exposed to several topics that use
computers to solve challenging problems in probability and
statistics. They will also use computers to develop
intuitions about classical analytic results in probability and
statistics. The tentative list of topics is:
1. Simulating randomness (pseudo-random number generation,
transformation of random variables, rejection sampling)
2. Stochastic approximation (law of large numbers, central limit
theorem, Monte Carlo integration, importance sampling)
3. Random walks (recurrence properties, exit times)
4. Graphical models (Markov random fields, Bayes nets, hidden
Markov models, dynamic programming)
5. Dimensionality reduction (principle components analysis,
independent components analysis)
Homework
The graded components of this course are (approximately 14)
homework assignments (and nothing else). The homework
assignments are primarily computer experiments (Matlab) with the
occasional pencil and paper problem.
You may collaborate on homework, but only after attempting the
problems by yourself. You must write your own computer code
and submit your own homework. You are not allowed to use
solutions from previous years or from external sources.
Grading
Policies
Late Homework
Any
on-time homework
submitted to the TAs will be graded, will be entered into the
gradebook, and will receive feedback from the TAs. Any
late homework, for whatever
reason, should be submitted to me directly. I will look at
all late homework at the end of the semester if it could make a
difference in your final letter grade. Depending on your
excuse for submitting late, I may only give partial credit for
late homework. You will not get feedback on late homework
and it will not be entered into the gradebook.
This policy is a very fair way of balancing the administrative
hassle of late homework with the legitimate conflicts that
occasionally affect each student. Do not try to take
advantage of it. If you submit a lot of late homework, I am
very unlikely to take it all into consideration when assigning
final letter grades. Incidentally, I do
not adhere to the policy of
dropping the lowest homework grade. (Someone always asks
this question.) Homework is really the only way to learn the
content of this course and the last thing I want to do is to
encourage you to skip some of it.
Note that this policy includes partially completed homework.
If you cannot complete an assignment on time, you should submit
whatever you have finished on time. At least you will get
some partial credit and perhaps some useful feedback. Then
you should finish the rest of the assignment and submit it to me
directly.
If you have a serious or prolonged personal emergency during the
semester, you should contact me and/or a dean as soon as
possible. We will make every effort to help you and these
grading policies can, of course, be adjusted to accommodate your
situation.
Homework Grading Problems
1. My primary concern is content. If there is
something that you do not understand, come to office hours, post
on the discussion board, etc. We'll get to the bottom of it.
2. My next concern is administrative grading errors.
If we added your points wrong, or typed your grade into the
gradebook incorrectly, or if your homework got lost, please
contact me immediately and we will correct the problem. If
we simply didn’t see part of your solutions, follow the directions
for item 3 below (and also take a look at item 5).
3. My least concern is grading disagreements. There is
very little chance that your final grade will be affected by a
point here or there on some homework. It is a big waste of
everyone’s time to haggle about it. Nevertheless, there is,
of course, some slight chance that your final grade could be
affected by a homework grading mistake, so here is how to handle
it:
• Copy the pages of your homework in question.
• Attach a written explanation of your
disagreement.
• Put it in my mailbox or give it to me
personally.
• I will address the concern at the end of the
semester if your letter grade is borderline and may have been
affected by the disagreement. Otherwise, I may never look at
it.
4. Do not contact or confront the TA about grading or late
homework. Direct all grading questions to me. I will
discuss systematic grading problems with the TA if necessary.
5. Some general advice about homework and life.
Everything that you say or write is for an audience.
Sometimes the audience is you. As far as homework grades are
concerned, the audience for your APMA 1690 homework is a graduate
TA who has at most a few minutes per problem. I believe that
it is your responsibility to adjust to the grader and his/her
highly restrictive time constraints. (So, for example, make
it easy to find all the parts to your solutions and write
clearly.)
Final Grades
Here are the minimum numerical grades needed to ensure each final
letter grade. I may lower these standards, but I will not
raise them.
A 90%
B 75%
C 60%
Pass 60%