15-359 Probability and Computing (SPRING 13), 12 Units

www.cs.cmu.edu/~15359/

CLASS: Tu/Th 10:30 - 12:00 in GHC 4307

RECITATION A: F 10:30 - 11:30 in WEAN 5302

RECITATION B: F 11:30 - 12:30 in WEAN 5302

Class calendar and assignments are here: Calendar of Topics + Homeworks

Probability theory has become indispensable in computer science. In areas such as artificial intelligence and computer science theory, probabilistic methods and ideas based on randomization are central. In areas such as networks and systems, probability is necessary to model variability in the arrival process and service requirements of jobs, so that we can understand how delay increases with increasing load, predict necessary buffer sizes, determine the appropriate number of servers in a data center, and so on. This course gives an introduction to probability as it is used in computer science theory and practice, drawing on applications and current research developments as motivation and context. We will cover basic probability including discrete and continuous random variables, expectations, higher moments, Laplace and z-transforms, and joint distributions. We will also cover many advanced topics including combinatorial probability and random graphs, heavy tail distributions, concentration inequalities, randomized algorithms, sampling random variables and computer simulation, discrete Markov chains and continuous-time Markov chains and their many applications, elementary queueing theory and a look at its use in modeling the web, routers, data centers, networking protocols and more. The course will assume some very elementary familiarity with 3D calculus and linear algebra.

This class assumes no prior Probability/Statistics classes, and will satisfy the Computer Science Probability/Statistics requirement.

TEACHING STAFF:

OFFICE HOURS:

GRADING:

TURNING IN HOMEWORK AND LATENESS POLICY:

Homework will be due each week on Friday prior to recitation and will be returned, graded, within one week. All homework must be latexed and turned in online as a pdf file. If you need a figure, you can scan that in and include it within your latex file. Latex templates and information for turning in homework will be provided soon.

You are allowed a total of 5 late days. No more than 2 late days can be used for each homework. It is your responsibility to deliver the late homework to the TA. Once you have used up your 5 late days, you cannot receive any more late days, so please save these up for illnesses and interviews.

CHEATING POLICY:

If you use an outside source (web site, book, etc.), please cite that source. It is fine to discuss problems with others, but you need to write up the actual homework alone. At the top of your homework sheet, please list all the people with whom you discussed any problem. Crediting help from other classmates will not take away any credit from you, and will prevent us from assuming cheating if your answers look similar to their answers. Note that the person providing answers is just as guilty as the person receiving answers. The above is the standard policy in all of academia.

NO LAPTOPS/CELL PHONES:

No cell phones in class. If you need to use a laptop, please sit in the back of the room, so that you do not disturb others in the class.

TEXT BOOK:

We expect you to take notes daily and read over your notes before class. You should not need a text book if you do this. There will eventually be a text book available covering class material, but the book is not out yet (maybe mid-February). In the meantime, if you really want a book, a highly readable text is Introduction to Probability Models by Dimitri P. Bertsekas and John N. Tsitsiklis, Athena Scientific, copyright 2008, 2nd edition.