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Mathematics of Uncertainty 
(course code: FM 133

Course Instructors:
Amrik Sen

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


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)
Jitesh's notes on "Decision Making under Uncertainty" (here)



Project instructions (coming soon!)

Laboratory-cum-project manual:

Lab/mini-project 1 (here)
Project-1 rubric (

-- due Feb 8 (wed) for P2, Feb 10 (Fri) for P1.
Lab/mini-project 2 (synopsis: here)
Lab/mini-project 2 (full handout: here)

Lab/mini-project 2 (supplementary material: here)
Project-2 rubric (here)
Lab/mini-project 3 (handout: here)

-- due April 5 (S2),  April 7 (S1).
Treasure trove to the Viterbi bandwagon (here)
Project-3 rubric (here)

Project-4 rubric (here)
Lab/mini-project 5 (handout: here)


Worksheets & Practice Problems

Worksheet 1 (sec. 2.11, all exercise problems of chapter 2 of the textbook)

Worksheet 2 (sec. 3.11, all exercise problems of chapter 3 of the textbook)

Worksheet 3 (
sec. 4.11, all exercise problems of chapter 4 of the textbook)

Worksheet 4 (
sec. 6.9, all exercise problems of chapter 6 of the textbook)

Written exams

Mid-term exam (here)
Solutions to mid-term exam & rubric (here)

End-term exam (here)
Solutions to end-term exam (here)


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