| IDS/ACM/CS 157
Statistical Inference
Syllabus
[pdf]
Lectures |
Tue &
Thu 9:00am-10:25am in Baxter Lecture Hall |
Instructor |
|
Office |
114 Annenberg |
Email |
kostia@caltech.edu
(please include “157” in the subject line) |
| Office Hour |
Tue 1pm-2pm, or by appointment (please,
send an email to schedule) |
| Head TA |
Harsh Gandhi (hgandhi@caltech.edu)
|
TA Office Hours |
|
Coure Goals
Statistical Inference is a branch
of Mathematical Engineering that studies ways of extracting reliable
information from limited data for learning, prediction, and decision
making in the presence of uncertainty. The main goals of this course
are:
• Develop statistical thinking and intuitive feel for the
subject,
• Introduce the most fundamental ideas, concepts, and methods
of Statistical Inference, and
• Explain how and why they work, and when they don’t.
If you do well in the class, you should be able to read (and understand)
most contemporary papers that use statistical inference and perform
statistical analysis yourself.
|
Prerequisites
This is an introductory course on
statistical inference. No prior knowledge of statistics is assumed.
However, a solid understanding of Probability is required. Ma 3
or ACM/EE/IDS 116 (or equivalent) is a “hard” prerequisite.
A key part of the course is problem sets, where you will get experience
in using the learned methods and models in applications via simulations
in MATLAB. So, some familiarity with MATLAB (and programming in
general) is desired, but this is a “soft” prerequisite:
MATLAB is easy to pick up on the fly, especially for the purposes
of this course.
|
Textbooks
Grading
Your final grade will be based on
your total score. Your total score is a weighted average of Problem
Sets (60%), Midterm exam (20%), and Final exam (20%). You can increase
your total score by up to 5% if you participate actively in Piazza
discussions in the Q&A
section. Every answer submitted before TAs or instructor answer,
which is later endorsed as a “good answer” by TAs or
instructor, gets 1% of the total score. There are no fixed thresholds
for grades, but if your total score is 90% (80%, 70%, 60%), you
are guaranteed at least “A” (“B”, “C”,
“D”).
Problem
Sets |
60% |
Midterm |
20% |
Final |
20% |
|
Problem Sets
There will be six Problem Sets.
Problems (and solutions) will be posted on Piazza.
For assignment and due dates see “Important
Dates” below. Late submissions will not be accepted for
any reason,
but the Problem Set with the lowest score will be dropped and not
counted toward your total score. Submitting wrong files or files
in a wrong format is considered as a late submission. Extensions
may be granted for academic, personal, or medical reasons. For extensions,
please email the Head TA.
|
Exams
There will be two
exams:
1. Midterm Exam: based on Lectures 1-8, take-home,
3h long, timed on Gradescope.
2. Final Exam: cumulative, based on all course material, in-person,
1h 15 min long, paper-based (no electronic devices).
The Head TA will provide a review session before each exam. Both
exams are closed-book but open-notes (your notes): only material
written or typed by you may be used during exams. Electronic devices
may be used only for typing and for arithmetic operations on the
take-home midterm exam. The final exam is paper-based: no electronic
devices are permitted. |
Final Exam Policy
The final exam is an
in-person exam and must be taken at the scheduled time. Students
who are unable to take the exam due to illness, emergency, or
other extenuating circumstances must contact the Deans’
Office as soon as possible. Any exceptions or alternate arrangements
require approval from the Deans’
Office or CASS.
I am not able to accommodate individual rescheduling requests
outside of these processes. Failure to take the final exam as
scheduled, without prior approval from the Deans’ Office,
may result in a missing exam grade. |
Ethical Use of AI
You can use AI tools (e.g.,
ChatGPT) to support your learning in this course, but only in
ethical and responsible ways. For example, it is fine to use
AI to generate a practice exam based on the topics covered in
the course. However, using AI to directly solve your problem
sets or exams, to give you hints, or check your solutions for
correctness is not allowed, as it undermines your learning and
violates Caltech's Honor
Code. When in doubt, ask yourself: would it be acceptable
for a tutor to do this for you? If not, then it is also not
appropriate to ask an AI to do it. Most importantly, keep in
mind that you are here to train your own neural network, not
the artificial one.
|
Collaboration Policy
Here is
a detailed collaboration
policy. In general, collaboration is encouraged everywhere
except for the
exams. Let’s help each other and learn together! If
you get stuck with a homework problem, I encourage you to discuss
it with other students (offline or online on Piazza).
But remember that you will have to prepare and submit your solution
by yourself. No collaboration is allowed on the exams.
|
Important
Dates
| |
Available |
|
|
Problem
Set 1 |
1pm
Tue, Apr 07 |
9pm
Tue,
Apr
14 |
Problem
Set 2 |
1pm
Tue,
Apr
14 |
9pm
Tue,
Apr
21 |
| Problem
Set 3 |
1pm
Tue,
Apr
21 |
9pm
Tue,
Apr 28 |
| Head TA
Review |
9am
Tue, Apr 28 |
|
| Midterm
Exam |
1pm
Tue, Apr 28 |
9pm
Tue, May 05 |
| Problem
Set 4 |
1pm
Tue, May 05 |
9pm
Tue,
May
12 |
| Problem
Set 5 |
1pm
Tue,
May
12 |
9pm
Tue,
May
19 |
| Problem
Set 6 |
1pm
Tue,
May
19 |
9pm
Tue,
May 26 |
| Head TA
Review |
9am
Tue, May 26 |
|
Final Exam
(in-person)
Location: BLH/ANB105
|
Start:
9am Thu, June 4 |
End:
10:15am Thu, June 4 |
Websites
• Course
Website (this page)
• Problem sets, data sets, solutions, announcements,
and class discussions will be managed via Piazza,
which is designed such that you can get a quick help
from your classmates, TA(s), and instructor. Instead
of emailing questions to the teaching staff, I encourage
you to post your questions on Piazza because a) you
will get the answers faster b) your classmates may also
benefit from seeing the answers to your questions.
• Problem sets and exams will be graded via Gradescope.
To submit your solution via Gradescope, your need to
create a single PDF (not images) that contains the whole
solution, and then upload it to Gradescope. Here
is a useful link: How
can I submit my homework as a PDF?
—
If you a registered student, you will
be enrolled on Gradescope by the end of the 1st week
of classes, and you will receive a notification from
Gradescope about your enrollment. Please make sure that
the email that you use on Gradescope is your official
Caltech email.
— If you are a registered student,
but have not been enrolled on Gradescope by the end
of the 1st week of classes, please email the Head TA
as soon as possible and ask to enroll you to Gradescope.
Your absence on Gradescope means that, according to
my records, you are not registered for the course.
— If you want just to audit the course,
it is fine, you will have access to Piazza and all course
materials there (please email me and I will enroll you
on Piazza), but you will not have access to Gradescope
and your submissions will not be graded. If you audit
the course this term, you should not register for the
course in the future.
|
Suggested Study Process
To get the most out of IDS 157,
here is my suggestion on the study process:
• Have
Enough Sleep: Good sleep is an important prerequisite
for learning.
• Attend
Lectures: Focus on understanding the big picture
of what is going on.
• Review
the Relevant Book Sections: Ideally on the same
day as the lecture, and make sure everything is clear.
• Ask
and Answer Questions: If something is not clear,
ask on Piazza; help your classmates by answering their
questions.
• Summarize
in Your Own Notes: After each lecture, briefly summarize
the material and extract its essence.
• Work
on Practice Problems: Attempt to solve the practice
problems and review my solutions at the end of the book.
• Attend
Office Hours: Interact with the instructor, TAs,
and other students.
• Start
Early: Begin each problem set on the day it is released
(or as soon as possible after that).
• Finish
Early: Aim to complete problem sets and the midterm
exam at least one day before the deadline.
• Stuck?
Ask for Help: If you get stuck on a problem set
problem, ask for hints on Piazza (unless it is an exam
problem, and then you are screwed
;-)
|
Keep
in Mind
My goal is
to help you understand and learn the material. Understanding
is a creative process that takes time and effort. If you
do not understand something, please ask me. If you are
struggling to balance the workload, talk to me. If you
have any concerns, let me know. Keep in mind that I am
here to help.
|
Honor Code
You
must conform to the honor
code:
“No member of the Caltech community shall take
unfair advantage of any other member of the Caltech community.” |
|
|