Mathematics of Uncertainty 
(course code: FM 133)

Course Instructors:
Amrik Sen


Course TAs:
Rajat Singla, Abhishek Thakur, Sushma, Viraj D'Souza

Emails:
amrik.sen@plaksha.edu.in,

rajat.singla@plaksha.edu.in
abhishek.thakur@plaksha.edu.in
shushma.rani@plaksha.edu.in
viraj.dsouza@plaksha.edu.in

Class schedule:
Lectures: Tuesday (10:00 to 11:00), Thursday (11:00 to 12:00) 
Laboratory: Wednesday (14:00 to 16:00), Friday (14:00 to 16:00)

Office hours:
Amrik (Monday: 11:30 to 12:30)
Rajat (Friday: 16:00 to 17:00)
Abhishek (Wednesday: 16:00 to 17:00)
Sushma (Tuesday: 12:00 to 13:00)
Viraj (Monday: 12:30 to 13:15)

Syllabus and manuals:                                                                                              
Course brochure and lecture plan: (here)
Matlab tutorial: (here)

Video recording of lectures:   
Markov Chains (here)      
 

Lecture notes, slides, book chapters:                                                       

Introductory note: here.

Module 1:
Thinking in Probability  (here)
Sanjay's lectures of 3/3/2022 (here)
Complementary reading-1: solving recurrence relations (here)
Sanjay's lectures upto 15/3/2022 (here)

Module 2:
Probability Distributions (here)
Complementary file-1 (simulating binomial distribution: here)
Sanjay's lectures (here)
Sanjay's lectures (here) end of module 2

Module 3:
Discrete Time Markov Chains (here) -- updated version uploaded 27/3/2023
Supplementary reading & exercises: Markov Chains (here)
Sanjay's lectures (here)
Complementary file-2 (game of evolution: here)
Game of Evolution with Mozart (here)
 
Module 4:
Continuous Time Markov Chains & Queues (here)

Module 5:
Statistical Experiments (here)
Sanjay's lectures (here)
 
Module 6: 
Statistics for Complex Problems
1D linear least squares regression (here)
Normal equations for least squares regression (here)

Linear LS regression for multi-dimensional data (here)

Code for quiz-2: (python) (matlab)
Jitesh's notes on "Decision Making under Uncertainty" (here)