PCL 108: Statistical Methods & Algorithms (July-December, 2020)

Course Instructors: Amrik Sen (email: amriksen@thapar.edu)

Course Documents: syllabus, lecture plan, laboratory experiments.

Discussion Forum: may be coming soon! (password required, hint: <course code><first name of our university> all lower case and without space).

Amrik's lecture notes

Set 1: (pdf) "up to some named distributions"

Set 1.1: (pdf) "random walk on a lonely island"

Set 1.2: (pdf) "recurrence relations & solutions"

Set 1.3: (pdf) "reference book on basic probability"

Set 1.4: (pdf) "summary of discrete random variables"

Set 1.5: (pdf) "solns. to numerical problems on discrete

                       probability distribution"

Set 2: (pdf) "up to end of basics of probability"

Set 2.1: (pdf) "summary of continuous random variables"

Set 2.2: (pdf) "problems on composite probability distributions"

Set 2.3: (pdf) "Composite PDFs: discrete vs continuous"

Set 3: (pdf) "up to end of discrete Markov chains"

Set 3.1: (pdf) "introduction to DTMC"

Set 3.2: (pdf) "advanced concepts in DTMC"

Set 3.3: (pdf) "advanced concepts in DTMC: numerical examples"

Set 4: (pdf) "Motivating e.g. for CTMC (server-queue problem)"

Set 5: (pdf) "Notes on CTMC (concepts and theory)"

Set 6: (pdf) "Applications of Kolmogorov Balance eqns."

Set 7: (pdf) "Sampling distributions: for mean & variance"

Set 7.1: (pdf) "slides on Sampling distributions"

Set 8: (pdf) "Hypothesis tests & ANOVA (1-way)"

Set 8.1: (pdf) "introduction to hypothesis tests"

Set 8.2: (pdf) "Two sample t-test for means"

** for 2-way ANOVA, refer pp. 565-572 in Walpole's book. 

Set 9: (pdf) "Time series analysis"

Set 10: (pdf) "Principal component analysis"

Set 11: (pdf) "Least squares regression"

Links to ZOOM recording of lectures

Probability Distributions: review

Lecture 1: (here - for PCL 108, DMC 013)

Lecture 2: (here - for PCL 108, DMC 013

Lecture 3: (here - for PCL 108, optional for DMC 013)

Lecture 4: (here - for PCL 108, optional for DMC 013)

Lecture 5: (here - for PCL 108, optional for DMC 013)

Lecture 6: (here - PCL 108)

Lecture 7: (here - PCL 108, DMC 013)

Lecture 8: (here - PCL 108, DMC 013)

Lecture 9: (here - PCL 108)

Lecture 10: (here - PCL 108)

Discrete Time Markov Chains (DTMC)

Lecture 11: (here PCL 108)

Lecture 13: (here - PCL 108)

Lecture 14: (here - PCL 108)

Lecture 15: (here - PCL 108)

Least Squares Regression

Lecture 12: (here - DMC 013, PCL 108)


Links to pre-recorded lectures

** many videos here were prepared by Harish Garg and some by me

PCL 108: here

DMC 013: here


News & Resources:

A template for project proposal can be found here for your reference. You may use this as a guiding principle but do not simply copy and submit this. 15/9/19


A reference book on basic probability is now uploaded in the lecture notes section. 13/8/19


Notes on recurrence relations and solutions are now posted under the section "Amrik's lecture notes". 12/8/19


Welcome to PCL 105, your one stop repository for learning advanced statistical techniques. All important course related information will be available on this site. So make sure to check this space regularly.  01/08/19 ​


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