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Probabilistic Models and Data Analysis

Verena Wolf
Advanced lecture, 6 credit points, Winter Semester 2015

News

Re-Exam

Written on 15.02.16 by Verena Wolf

Dear Students,

I got four registrations for the re-exam. For those that did not email yet: please let me know until Friday this week if you wish to have a re-exam. Note that you can only improve your grade.

Kind regards,

V. Wolf.

 

Clarification

Written on 11.02.16 by Verena Wolf

Dear Participants,

to clarify this: the re-exam will be oral if only few people take it. Otherwise it will be a written exam beginning of April. Let us know if you want to take the re-exam (you can only improve your grade - the re-exam will cover all contents of the course and last 120 minutes if… Read more

Dear Participants,

to clarify this: the re-exam will be oral if only few people take it. Otherwise it will be a written exam beginning of April. Let us know if you want to take the re-exam (you can only improve your grade - the re-exam will cover all contents of the course and last 120 minutes if written and 30 min if oral).

Kind regards,

V. Wolf, Prof. Dr.

 

 

 

 

Exam Inspection and Re-exam arrangement

Written on 11.02.16 by Charalampos Kyriakopoulos

Dear all,

Those who would like to inspect their Endterm exam can come tomorrow (Friday 12th) at 2pm in Room 326.

The students that would like to take the oral re-exam are kindly requested to send an e-mail to Prof. Wolf within the next days

in order to agree on a suitable date.

Kind… Read more

Dear all,

Those who would like to inspect their Endterm exam can come tomorrow (Friday 12th) at 2pm in Room 326.

The students that would like to take the oral re-exam are kindly requested to send an e-mail to Prof. Wolf within the next days

in order to agree on a suitable date.

Kind regards,

Charalampos Kyriakopoulos

Endterm: Exact time and location

Written on 04.02.16 by Verena Wolf

Dear Participants,

we finally fixed the location and exact time of the endterm exam next Wednesday:

location: HS III in E2 5 (Hörssal III in der Mathematik!)

start: 12:15 (please be there around 12:10 latest)

You do NOT need a calculator for the exam. It will last 60 min and cover only the… Read more

Dear Participants,

we finally fixed the location and exact time of the endterm exam next Wednesday:

location: HS III in E2 5 (Hörssal III in der Mathematik!)

start: 12:15 (please be there around 12:10 latest)

You do NOT need a calculator for the exam. It will last 60 min and cover only the second part of the lecture (everything we did after the midterm). 

We will copy for you the test statistics overview that we had on exercise sheet 11 (and add an overview for the chi-square tests). 

Kind regards,

Prof. Verena Wolf.

Exercise Sheet 11

Written on 27.01.16 by Alexander Andreychenko

Dear all,

Please note that the submission for the exercise sheet 11 (difficult) using the course management system is now open.

Exercise Sheet 10

Written on 20.01.16 by Alexander Andreychenko

Dear all,

Please note that the submission for the exercise sheet 10 (difficult) using the course management system is now open.

Exercise Sheet 8

Written on 07.01.16 by Charalampos Kyriakopoulos

Dear all,

Best wishes for the new year! Please note that the submission for the exercise sheet 8 (difficult) using the course management system is now open. Also, don't forget to download the online updated version of the difficult exercise of this sheet.

Regards,

Charis… Read more

Dear all,

Best wishes for the new year! Please note that the submission for the exercise sheet 8 (difficult) using the course management system is now open. Also, don't forget to download the online updated version of the difficult exercise of this sheet.

Regards,

Charis Kyriakopoulos

 

Reminder: Videos/Course Notes have been updated

Written on 04.01.16 by Verena Wolf

Happy New Year!

Note that the videos/course notes for Wednesday, Jan 6, are online since a while. There is no tutorial slot tomorrow.

Kind regards,

Prof. V. Wolf.

 

Exam on Wednesday

Written on 14.12.15 by Verena Wolf

Dear Participants,

we finally fixed the location and exact time of the midterm exam on Wednesday:

location: HS III in E2 5 (Hörssal III in der Mathematik!)

start: 12:15 (please be there around 12:10 latest)

You do not need a calculator for the exam. It will last 60 min. If you have not… Read more

Dear Participants,

we finally fixed the location and exact time of the midterm exam on Wednesday:

location: HS III in E2 5 (Hörssal III in der Mathematik!)

start: 12:15 (please be there around 12:10 latest)

You do not need a calculator for the exam. It will last 60 min. If you have not registered yet for exam please do so until tomorrow.

Kind regards,

Prof. Verena Wolf.

 

Exercise Sheet 7

Written on 09.12.15 by Alexander Andreychenko

Dear all,

Submission for the exercise sheet 7 (difficult) using the course management system is now open. Go to "Personal Status" page and there you find a button "Hand in".

Registration for the Midterm exam Dec 16

Written on 04.12.15 by Verena Wolf

Dear Participants,

If you want to take the midterm exam on the 16th, please register for it (you should have a registration button on your status page). This has nothing to do with the HISPOS registration but is only for us to know how many exams and rooms we need on the 16th.

Please do so until… Read more

Dear Participants,

If you want to take the midterm exam on the 16th, please register for it (you should have a registration button on your status page). This has nothing to do with the HISPOS registration but is only for us to know how many exams and rooms we need on the 16th.

Please do so until the 14th of December.

In addition, next Wednesday there will probably be some time available to discuss other material than the material of this week (since the exercise sheet for next Wednesday will be shorter as usual). You may want to prepare questions about the material of previous weeks. Another opportunity to discuss previous material is the tutorial slot one day before the exam.

Kind regards,

Prof. V. Wolf.

 

 

 

Exercise Sheet 5

Written on 25.11.15 by Charalampos Kyriakopoulos

Dear all,

Submission for the fifth exercise sheet (difficult) using the course management system is now open. Go to "Personal Status" page and there you find a button "Hand in".

Exercise Sheet 4

Written on 18.11.15 by Alexander Andreychenko

Dear all,

Submission for the fourth exercise sheet (difficult) using the course management system is now open. Go to "Personal Status" page and there you find a button "Hand in".

Third Exercise Sheet

Written on 15.11.15 (last change on 15.11.15) by Charalampos Kyriakopoulos

Dear all,

Submission for the third exercise sheet (difficult) using the course management system is now open. Go to "Personal Status" page and there you find a button "Hand in".

Second exercise sheet

Written on 04.11.15 (last change on 15.11.15) by Alexander Andreychenko

Dear students!

Now you can submit the solutions for the difficult exercise of the second exercise sheet using this course management system. Go to "Personal Status" page and there you find a button "Hand in".

Midterm and Wednesday slot

Written on 02.11.15 by Verena Wolf

Dear all,

 

last week we agreed on the following two things:

- The midterm will take place on Dec 16 at 12 am. It will cover all material we did until then.

- The Wednesday slot will be moved by 15 min. Please be there at 12:00 if possible. (If you come later you can of course still… Read more

Dear all,

 

last week we agreed on the following two things:

- The midterm will take place on Dec 16 at 12 am. It will cover all material we did until then.

- The Wednesday slot will be moved by 15 min. Please be there at 12:00 if possible. (If you come later you can of course still participate!)

 

Kind regards,

 

Verena Wolf.

First exercise sheet

Written on 28.10.15 by Alexander Andreychenko

Dear students!

Now you can submit the solutions for the difficult exercise of the first exercise sheet using this course management system. Go to "Personal Status" page and there you find a button "Hand in".

First Meeting

Written on 21.10.15 by Charalampos Kyriakopoulos

First meeting is on Oct 21
Show all
Instructor: Prof. Dr. Verena Wolf
Assistants: Alexander Andreychenko, Charalampos Kyriakopoulos

(Office Hours: Tuesday, 16:00-17:00, Room 326, E1 3)

Credits: 6 ECTS points, advanced lecture

Schedule: Wed, 12:15 -13:45, Building E2 1 – Room 007

Tutorial slot:  Tue, 12:15 -13:45, Building E2 1 – Room 007

Objectives:
The aim of this course is to give students of bioinformatics and computer science a solid background in probability and statistics as well as detailed knowledge about computer simulation of stochastic models, parameter estimation and hypothesis testing. Students will also learn how to use software tools such as R and Matlab to analyse data and probabilistic models. This course is a flipped classroom course which means that exercises are solved/presented during the two slots and the homework consists in watching videos which will be uploaded at the course homepage.

Prerequisites:
The course is open to students from bioinformatics and computer science. Mathematical skills as well as basic programming skills are of advantage but not mandatory.

Certification Conditions:
There will be two written exams. The assignments are optional but bonus points may be obtained during the tutorial.

Exam Schedule: tba

Using Matlab:
As a part of the assignments the participants will have to program in Matlab. Instructions on how to get access to Matlab.

Syllabus:

  • PART I – REVIEW OF PROBABILITY AND RANDOM VARIABLES
    • Events and their probabilities
    • Rules of probability
    • Combinatorics
    • Conditional probability and independence
    • Distribution of a random variable
    • Expectation and variance
    • Families of discrete distributions
    • Families of continuous distributions
  • PART II – COMPUTER SIMULATIONS AND STOCHASTIC PROCESSES
    • Simulation of random variables
    • Monte Carlo methods
    • Markov chains
    • Hidden Markov models
  • PART III – INTRODUCTION TO STATISTICS AND STATISTICAL INFERENCE
    • Simple descriptive and graphical statistics
    • Parameter estimation
    • Confidence intervals
    • Hypothesis testing
    • Chi-square tests
    • tba
    • Bayesian inference

Text Books:

  • Probability and Statistics for Computer Scientists, Michael Baron, Taylor & Francis, 2013
  • Simulation Modelling and Analysis. Averill M. Law, Mcgraw-Hill, 2006.
  • Introduction to the Numerical Solution of Markov Chains. William J. Stewart, Princeton Univ. Pr., 1994.
  • INTRODUCTION TO PROBABILITY. C. Grinstead and L. Snell
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