{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Introduction to Probability and Statistics for Engineers\n", "## Philip B. Stark http://www.stat.berkeley.edu/~stark\n", "\n", "## University of Padova\n", "## 28 June--7 July 2015\n", "\n", "## Software requirements\n", "+ Jupyter: http://continuum.io/downloads\n", "+ R http://cran.r-project.org/bin/\n", "+ Native R kernel for Jupyter: http://irkernel.github.io/ (\"conda install -c r r-irkernel\")\n", "+ LaTeX\n", "\n", "## Texts\n", "+ Freedman, D. ... [FIX ME!]\n", "+ Stark, P.B., 1997--2015. SticiGui [FIX ME!]" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Course overview\n", "+ Software installation and check: Should be able to start IPython Notebook \n", "from the shell and see an option for a new R notebook when Jupyter starts in the browser\n", "+ Introduction to Jupyter Notebook https://jupyter.org/\n", " - http://ipython.org/notebook.html\n", " - Jupyter tutorial https://youtu.be/Rc4JQWowG5I\n", " - Types of cells\n", " * Markdown\n", " * Code\n", " * Writing mathematics using MathJax in Markdown cells https://youtu.be/-F4WS8o-G2A\n", "+ Introduction to R in Jupyter \n", "+ Mathematical preliminaries\n", "+ Matrix algebra\n", "+ Linear algebra\n", " - real linear vector spaces\n", " - norms and normed linear spaces\n", " - the triangle inequality\n", " - subspaces\n", " - bases\n", " - orthonormal bases\n", " - the Gram--Schmidt procedure\n", "+ Numerical linear algebra\n", " - solving linear equations\n", " - condition number\n", " - matrix inversion versus matrix factorization\n", " - the QR decomposition\n", "+ Least squares\n", " - the projection theorem\n", " * closest point in a convex set\n", " * closest point in a subspace\n", " - the least squares principle; Legendre & Gauss\n", " - the Normal equations\n", "+ Linear Regression\n", "+ Experiments and Observational Studies\n", " - Confounding\n", " - The Method of Comparison\n", " - Stratification and cross-tabulation\n", " - Randomization\n", "+ Simulation \n", " - Pseudo-random number generators (PRNGs)\n", " - Simulating non-uniform random variates http://luc.devroye.org/rnbookindex.html\n", " - Generating random permutations: Knuth's method\n", " - Monte Carlo methods\n", " - Resampling methods" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Introduction to R\n", "### http://statistics.berkeley.edu/computing/r-bootcamp \n", "https://github.com/berkeley-scf/r-bootcamp-2014/blob/master/schedule/schedule.pdf\n" ] } ], "metadata": { "kernelspec": { "display_name": "R", "language": "", "name": "ir" }, "language_info": { "codemirror_mode": "r", "file_extension": ".r", "mimetype": "text/x-r-source", "name": "R", "pygments_lexer": "r", "version": "3.1.3" } }, "nbformat": 4, "nbformat_minor": 0 }