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Probability and Computing II: Randomized Algorithms and Markov Chains

CMU 15-359/659 · Fall 2026

Instructor
Weina Wang
Location
GHC 4307
Date and Time
Tue and Thu, 3:30 pm - 4:50 pm

Course Info

Probability theory is indispensable in computer science:

  • It is at the core of artificial intelligence and machine learning, which require decision making under uncertainty.
  • It is integral to CS theory, where probabilistic analysis and randomization form the basis of many algorithms.
  • It is a central part of performance modeling in computer networks and systems, where probability is used to predict delays, schedule resources, and provision capacity.
15-359/659 is a follow-up course to 15-259/559, Probability and Computing. It will cover Chapters 18–27 of the same textbook, "Introduction to Probability for Computing", by Prof. Mor Harchol-Balter, plus some additional topics.

Key topics

  • Concentration inequalities;
  • Markov chains: finite-state Markov chains, countable-state Markov chains, limiting distribution, stationary distribution, ergodicity, long-run average, mixing time, Poincaré inequality;
  • Randomized algorithms: Markov-chain Monte Carlo, hashing algorithms, randomized Quicksort, randomized program checking.

Prerequisites

Students should have a solid background in probability, linear algebra, and proof writing.

Textbook

Introduction to Probability for Computing textbook cover

The course textbook is Introduction to Probability for Computing by Prof. Mor Harchol-Balter. We will cover Chapters 18–27, plus additional topics such as mixing time analysis of Markov chains and Markov-chain Monte Carlo. The book is freely available online at the following URL:

https://www.cs.cmu.edu/~harchol/Probability/book.html

Schedule

Lectures

Lecture schedule will be posted later.

Lecture Date Topic Reading
TBD

Recitation Sessions

Recitation information will be posted later.

Homework

Homework is due each week on Friday at 12:50 pm on Gradescope. There are no extensions or exceptions. The lowest homework score will be dropped.

Staff

Instructor
Weina Wang
TA
TA info will be posted later.

Office Hours

Office hours will be posted later.

Policies

Grading

All assignments and exams will be graded on Gradescope.

Grade Components: Homework, midterms, final, participation. Percentages to be determined.

The lowest homework score will be dropped. Please reserve the drop for when you get sick or have another conflict, because there are no makeups or extensions for homeworks.

Grade Boundaries: A: 90–100%, B: 80–90%, C: 70–80%, D: 60–70%. These boundaries are hard cutoffs. Do not expect an overall curve at the end. Individual examinations may be curved at the instructor's discretion.

Lateness: Homework will go out each week on Friday. When the homework goes out, you already have all the material you need to do it that day. Homework will be due each week the following Friday at 12:50 (midday) sharp. Start right away! You must get the homework in on time because we give out solutions during recitation. There are no late days (not even late minutes). Please do not ask for these. Homework is graded within a couple days. You can submit a regrade request on Gradescope (including a detailed explanation of why you think you were misgraded) within two days of when you get your homework grade. You will find the homework under the Homework tab from the class website. You will turn in homework on Gradescope, which will also track your grades.

Collaboration

We believe in collaboration. Discussing problems with others helps you learn better. If you collaborate with others, try to get "hints" rather than "answers." You should write up your actual homework on your own. If you use an outside source (web site, book, person, etc.), you must cite that source. At the top of your homework sheet, you must list all the people with whom you discussed any problem. Even if you were the one doing the helping, you should list the other person. Crediting discussion with others will not take away any credit from you, and will prevent us from assuming cheating if your answers look similar to those of someone else. The above is the standard policy in all of academia.

Academic Integrity

PnC admits a zero-tolerance policy on cheating. All exams must be done entirely by you with zero consultation from unauthorized sources (e.g., people, web, texts). Any incident of cheating during an exam will result in a failing grade for the entire course, and referral to the Office of Community Responsibility for an Academic Integrity Violation proceedings. Students should familiarize themselves with the University Policy on Academic Integrity and Academic Integrity Actions Procedures chapter of the Student Handbook.

We recognize that some students may solve homework problems by consulting previous solutions, online resources, or generative AI tools such as large language models (LLMs). Our course policy is that these resources should not be used to complete homework problems. Solving homework problems by yourself is critical to your training.

Wellbeing

If you are experiencing distress (mentally, physically, or emotionally) that is making it difficult for you to work and make progress in the class, we are here to help you. Please reach out to Weina so we can meet and discuss.