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Course Catalog

140.724.01 Probability Theory IV

Department:
Biostatistics
Term:
4th term
Credits:
3 credits
Academic Year:
2017 - 2018
Location:
East Baltimore
Class Times:
  • Tu Th,  3:30 - 4:50pm
Auditors Allowed:
No
Grading Restriction:
Letter Grade or Pass/Fail
Contact:
Abhirup Datta
Course Instructor:
Resources:
Prerequisite:

Calculus, real analysis; 140.721-3

Description:

Covers basic stochastic processes including martingales and Markov chains, followed by consideration of Markov Chain Monte Carlo (MCMC) methods.

Learning Objectives:

Upon successfully completing this course, students will be able to:

  1. Assess the convergence of a sequence or series of random variables using martingale theory
  2. Classify the states and derive the transition probabilities of a Markov chain
  3. Derive the stationary distribution of certain Markov chains
  4. Evaluate a basic MCMC algorithm
Methods of Assessment:

Homework (60 %), final take-home exam (40%)

Instructor Consent:

Consent required for some students

Consent Note:

Consent required for students who are not in the Biostatistics PhD program

For consent, contact:

adatta5@jhu.edu

Special Comments:

The course will include three lab sessions scheduled for three of the lecture periods.