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Deprecated, please, refer to msai-statistics repository

MSAI Probability Theory – Fall 2021, MIPT

See the Syllabus of the course

Here's the Youtube playlist with the lectures and the seminars' recordings. Links to specifics lectures and seminard are in the table below.

Week Content Lecture Materials Seminar Materials Graded Home Assignment Deadline Ungraded Home Assignment
01, 11.10-17.10 Definition of Probability - 1 Lecture01 recording, Lecture01 slides Seminar01 recording, Seminar01 slides - - -
02, 18.10-24.10 Definition of Probability - 2 Lecture02 recording, Lecture02 slides Seminar02 recording, Seminar02 slides - - -
03, 25.10-31.10 Conditional Probability Lecture03 recording, Lecture03 slides Seminar03 recording, Seminar03 slides HA01 2021-11-28 23:59 -
04, 01.11-07.11 Random Variables & Their Distributions Lecture04 recording, Lecture04 slides - - - -
05, 08.11-14.11 Random Variables & Their Distributions 2 Lecture05 recording, Lecture05 slides Seminar04 recording, Seminar04-05 slides - - -
06, 15.11-21.11 Expectation & Variance Lecture06 recording, Lecture06 slides Seminar06 recording, Seminar06 slides - - -
07, 22.11-28.11 Continuous Random Variables Lecture07 recording, Lecture06 slides Seminar07 recording, Seminar07 slides - - -
08, 29.11-05.12 Moments Lecture08 recording, Lecture06 slides Seminar08 recording, Seminar08 slides - - -
xx, 06.12-12.12 Problem solving - Seminar08 recording, Seminar08 slides - - -
09, 13.12-19.12 Joint distributions Lecture09 recording, Lecture09 slides Seminar09 recording, Seminar09 slides - - -
10, 20.12-26.12 Transformations Lecture10 recording, Lecture10 slides Seminar10 recording, Seminar10 slides HA02 2022-01-16 23:59 SP10
11, 27.12-02.01 Beta and Gamma - Seminar11 recording, Seminar11 slides - - SP11
12, 10.01-16.01 Conditional Expectation Lecture 12 recording TBA - - -
13, 17.01-23.01 Inequalities Lecture 13 recording TBA - - -
14, 24.01-30.01 Limit Theorems Lecture 14 recording TBA - - -