APMA 2610: Recent Applications in Probability & Statistics
[Spring 2012]
Course Information
Lectures
M/W/F 11:00 - 11:50 pm
Barus & Holley 158
Instructor
Matthew
Harrison
182 George St Room 327
Office hours: Tuesdays 2:00-5:00 pm
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
TA
Dahlia Nadkarni
Office hours: Mondays 2:00-5:00 pm, 180 George
St Room 102
Firstname_Lastname@brown.edu [please use
the discussion board whenever appropriate]
Computer TA (Matlab specific questions only; not course content)
Seonmin
Ahn
37 Manning St Room 005
Office hours: Mondays & Thursdays 5:30-7:30
pm
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
The
formal
prerequisites
for
this
course
are
(definitely)
calculus-based
undergraduate
probability and statistics, and (perhaps) some programming
experience. However, the course will be much more
difficult for students without a strong math background.
Course
Description
This course explores a few cool topics in probability and
statistics that have had fundamental influences on diverse fields
and that are not often covered in the core probability and
statistics courses. The emphasis is on depth rather than
breadth. (Not all of the topics are recent, unlike what the
course title states.)
The main topics are:
(1) the maximum entropy principle for large systems and
large deviations
(2) the bias-variance dilemma for nonparametric
classification
(3) computation and inference for graphical models
Topic (1) will touch on ideas from statistical physics, large
deviations, and information theory. Topic (2) will introduce
some of the key concepts from classical statistics and then focus
on more modern techniques like kernel methods and support vector
machines. Topic (3) will introduce graphical models and
highlight some important tools like dynamic programming, MCMC, and
EM.
I hope that you will get excited about some of the topics and
explore them further or incorporate them into your research.
I am always available to discuss ideas about further explorations
or about your research.
Homework & Exams
The graded components of this course are (approximately 7)
homework assignments and a cumulative final exam. The exam
is scheduled for
2:00-5:00 pm, Friday, May 18, 2012.
Please do not miss the exam. The homework assignments are
primarily computer experiments with the occasional pencil and
paper problem. Matlab is the recommended (but not required)
programming language.
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 TA will be graded, will be entered into the
gradebook, and will receive feedback from the TA. 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 2610 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
The final exam is worth 30% of your final grade and the homeworks
are worth the remaining 70%. 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 87%
B 72%
C 55%
Pass 55%