Probabilistic Systems Analysis and Applied Probability

Probabilistic Systems Analysis and Applied Probability

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Video Lectures from 6.041 Probabilistic Systems Analysis and Applied Probability, Fall 2010

John Tsitsiklis


    • Jun 29, 2015 LATEST EPISODE
    • infrequent NEW EPISODES
    • 50m AVG DURATION
    • 25 EPISODES


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    Latest episodes from Probabilistic Systems Analysis and Applied Probability

    Lecture 24: Classical Inference II

    Play Episode Listen Later Jun 29, 2015 51:49


    In this lecture, the professor discussed classical inference, Linear regression, and binary hypothesis testing.

    Lecture 22: Bayesian Statistical Inference II

    Play Episode Listen Later Jun 29, 2015 52:15


    In this lecture, the professor discussed Bayesian statistical inference, least means squares, and linear LMS estimation.

    Lecture 23: Classical Statistical Inference I

    Play Episode Listen Later Jun 29, 2015 49:31


    In this lecture, the professor discussed classical statistics, maximum likelihood (ML) estimation, and confidence intervals.

    Lecture 21: Bayesian Statistical Inference I

    Play Episode Listen Later Jun 29, 2015 48:49


    In this lecture, the professor discussed Bayesian statistical inference and inference models.

    Lecture 25: Classical Inference III

    Play Episode Listen Later Jun 29, 2015 52:06


    In this lecture, the professor discussed classical inference, simple binary hypothesis testing, and composite hypotheses testing.

    Lecture 16: Markov Chains I

    Play Episode Listen Later Jun 29, 2015 52:05


    In this lecture, the professor discussed Markov process definition, n-step transition probabilities, and classification of states.

    Lecture 17: Markov Chains II

    Play Episode Listen Later Jun 29, 2015 51:25


    In this lecture, the professor discussed Markov process, steady-state behavior, and birth-death processes.

    Lecture 15: Poisson Process II

    Play Episode Listen Later Jun 29, 2015 49:28


    In this lecture, the professor discussed Poisson process, merging, splitting, and random incidence.

    Lecture 18: Markov Chains III

    Play Episode Listen Later Jun 29, 2015 51:49


    In this lecture, the professor discussed Markov Processes, probability of blocked phone calls, absorption probabilities, and calculating expected time to absorption.

    Lecture 20: Central Limit Theorem

    Play Episode Listen Later Jun 29, 2015 51:22


    In this lecture, the professor discussed central limit theorem, Normal approximation, 1/2 correction for binomial approximation, and De Moivre–Laplace central limit theorem.

    Lecture 19: Weak Law of Large Numbers

    Play Episode Listen Later Jun 29, 2015 50:12


    In this lecture, the professor discussed limit theorems, Chebyshev's inequality, and convergence "in probability".

    Lecture 11: Derived Distributions (ctd

    Play Episode Listen Later Jun 29, 2015 51:54


    In this lecture, the professor discussed derived distributions, convolution, covariance and correlation.

    Lecture 13: Bernoulli Process

    Play Episode Listen Later Jun 29, 2015 50:57


    In this lecture, the professor discussed Bernoulli process, random processes, basic properties of Bernoulli process, distribution of interarrival times, the time of the kth success, merging and splitting.

    Lecture 9: Multiple Continuous Random Variables

    Play Episode Listen Later Jun 29, 2015 50:50


    In this lecture, the professor discussed multiple random variables: conditioning and independence.

    Lecture 14: Poisson Process I

    Play Episode Listen Later Jun 29, 2015 52:43


    In this lecture, the professor discussed Poisson process, distribution of number of arrivals, and distribution of interarrival times.

    Lecture 8: Continuous Random Variables

    Play Episode Listen Later Jun 29, 2015 50:29


    In this lecture, the professor discussed probability density functions, cumulative distribution functions, and normal random variables.

    Lecture 7: Discrete Random Variables III

    Play Episode Listen Later Jun 29, 2015 50:41


    In this lecture, the professor discussed multiple random variables, expectations, and binomial distribution.

    Lecture 12: Iterated Expectations

    Play Episode Listen Later Jun 29, 2015 47:53


    In this lecture, the professor discussed conditional expectation and sum of a random number of random variables.

    Lecture 10: Continuous Bayes' Rule; Derived Distributions

    Play Episode Listen Later Jun 29, 2015 48:52


    In this lecture, the professor discussed Bayes rule, Bayes variations, and derived distributions.

    Lecture 1: Probability Models and Axioms

    Play Episode Listen Later Jun 29, 2015 51:11


    In this lecture, the professor discussed probability as a mathematical framework, probabilistic models, axioms of probability, and gave some simple examples.

    Lecture 2: Conditioning and Bayes' Rule

    Play Episode Listen Later Jun 29, 2015 51:11


    In this lecture, the professor discussed conditional probability, multiplication rule, total probability theorem, and Bayes' rule.

    Lecture 4: Counting

    Play Episode Listen Later Jun 29, 2015 51:34


    In this lecture, the professor discussed principles of counting, permutations, combinations, partitions, and binomial probabilities.

    Lecture 6: Discrete Random Variables II

    Play Episode Listen Later Jun 29, 2015 50:53


    In this lecture, the professor discussed conditional PMF, geometric PMF, total expectation theorem, and joint PMF of two random variables.

    Lecture 5: Discrete Random Variables I

    Play Episode Listen Later Jun 29, 2015 50:34


    In this lecture, the professor discussed random variables, probability mass function, expectation, and variance.

    Lecture 3: Independence

    Play Episode Listen Later Jun 29, 2015 46:29


    In this lecture, the professor discussed independence of two events, independence of a collection of events, and independence vs. pairwise independence.

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