We will (more or less) follow the following plan:
- Week 1: Introduction and basic probability theory
- Week 2: Basic probability theory and random variables
- Week 3: Pairs of random variables, functions of random variables. MAP
- Week 4: Expectation and MMSE estimation
- Week 5: MMSE and linear estimation
- Week 6: In-class Midterm Exam on May 5th
- Week 7: Random Vectors
- Week 8: Random Sequences and convergence
- Week 9: Random Processes
- Week 10: Stationary Processes