Probability and Algorithms, Caltech CS150, Fall 2014

Leonard J. Schulman

Lectures: MW 10:30-12:00. Due to crowding, class is relocated from Annenberg 314 to Moore 080
Office hours: Monday 3:00-4:00, Annenberg 317.
TA: Nicholas Schiefer, nschiefer@caltech.edu.

Catalog listing: Elementary randomized algorithms and algebraic bounds in communication, hashing, and identity testing. Game tree evaluation. Topics may include randomized parallel computation; independence, k-wise independence and derandomization; rapidly mixing Markov chains; expander graphs and their applications; clustering algorithms.

Recommended references: Motwani & Raghavan, Randomized Algorithms, Cambridge, 1995. Mitzenmacher & Upfal, Probability and Computing, Cambridge, 2005. Alon & Spencer, The Probabilistic Method, 3rd ed, 2008. Adams & Guillemin, Measure theory and probability, Birkhauser, 1996. Billingsley, Probability and Measure, 3rd ed, Wiley, 1995. Cover and Thomas, Elements of Information Theory, Wiley, 1991.

Lecture notes
Syllabus and Lecture 1
Lecture 2
Lecture 3
Lecture 4
Lecture 5
Lecture 6
Lecture 7
Lecture 8
Lecture 9
Lecture 10
Lecture 11
Lecture 12
Lecture 13
Lecture 14
Lecture 15
Lecture 16
Lecture 17
Lecture 18
References cited

Problem sets:
#1 due Wednesday October 15
#2 due Wednesday October 29
#3 due Wednesday November 12
#4 due Wednesday November 26
#5 due Wednesday December 3