CS 519: Probability and Linear Algebra

Jul-Nov, 2016

Course Description

Life is full of uncertainties. So is any real-life mission. Suppose, you are given responsibility of a mission module. How would you systematically evaluate the uncertainties involved in your module? One scientific approach is as follows. First, the events, that might be of your concern, need to be identified. Then they need to be kept under observation for a reasonable period of time. It would produce a data matrix where (i, j)th cell contains required information about occurrence of the ith event at the jth time point. From this data, the uncertainties can be quantified using probabilistic and linear algebraic tools.

Probability Topics - Basic: Combinatorial analysis, Axioms of probability, Conditional probability, Independence, Distributions (discrete and continuous); Advanced: Random variables, Expectation, Law of large numbers, Limit theorems, Random walk, Markov chains.

Linear Algebra Topics - System of linear equations, Vector space, Linear transformation, Inner product, Determinants, Eigenvalues and eigenvectors, Matrix decomposition, Norms.

Class Location and Time Calendar

Location: Room 2204 (at Core 2, 2nd Floor)

Course Instructor

Dr. Ashish Anand

Teaching Assistants

(names in alphabetical order)

Grading Policy

Syllabus and References

Please click here


Background reading material will be made available before the respective lecture, if required.

Course Calendar

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