Transcript ECE 645 Estimation Theory - Purdue College of Engineering

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ECE 302
Probabilistic Methods in
Electrical and Computer Engineering
Prof. Stanley H. Chan
Spring 2017
Welcome!
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Lecture MWF 12:30-1:20
Room: MSEE B012
Instructor: Prof. Stanley H. Chan
Office: MSEE 338
Office Hour: Monday 4-5pm; Or Email me
Course Website:
https://engineering.purdue.edu/ChanGroup/ECE302.html
Welcome!
• TA: I-Fan Lin
• Discussion Session:
– TBD
• Office Hour:
– Tue 10-12
– Fri 10:30-12
• Office: EE 234
Let’s talk about ECE 302
Why ECE 302?
• ECE 302 is the only probability course in EE/CE
curriculum
• Probability and statistics is the fundamental of
signal processing / communication theory /
machine learning
... Using fancy tools like neural nets, boosting, and support vector
machines without understanding basic statistics is like doing
brain surgery before knowing how to use a band-aid...
Larry Wasserman, “All of Statistics”
Example 1: Object Classification
Cat VS grass
Naïve Bayes classification is built upon
single variable Gaussian distributions
Example 2: AlphaGo
Reinforcement learning is broadly used in
machine learning
Example 3: PageRank
Google Page Rank is an application of
Markov chains
Example 4: Single Photon Cameras
Maximum likelihood estimation allows us to
recover images from binary observations
Let’s go back to ECE 302
What is Probability and Statistics?
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Probability deals with uncertainty
Statistics deals with data (broad sense)
Nothing is perfect on earth
There are only two problems:
– Parameter Estimation (a.k.a. prediction, inference)
– Error Bar (e.g., confidence interval, t-test, p-test)
Course Objectives
• By the end of the semester, I hope you will:
– NOT tell me Statistics = Excel
– Understand the difference between a random
variable X and a variable x
– Understand the meaning of distribution
– Know (a little bit) how to tackle uncertainty
– Have lots of hands-on experience in using
MATLAB for statistical problems
– Find yourself prepared for advanced courses
Is the class fast or slow?
• VERY Fast!!
• VERY Difficult!!
• Do not expect spoon feeding. ECE 302 is not a
high school or a freshman calculus class;
• If you get lost, it is your responsibility to catch
up.
Why is ECE 302 so difficult?
• Unlike ECE 301 where you can follow some
standard procedures to get an answer, there is
no such “recipe” for ECE 302.
• If you think that Fourier transform is abstract,
you will find that probability density functions
are even more abstract.
• There is no fast food for ECE 302. You have to
work hard in order to learn. It takes time.
Is it worthwhile?
• Yes. Students who took this class before will
tell you.
• 90% of the engineering problems you will face
are related to probability and statistics,
eventually.
• The problem solving skills you learn in ECE 302
will be with you for your entire career.
Let’s talk about your work
Homework (15%)
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Every week. Check website for date.
Due at 11:59am. MSEE 330 dropbox
Staple your homework. Otherwise ZERO
I will drop your worst 2 homework
Coarse grading: Full / partial+ / partial- / zero.
First homework is up. Due Friday.
• Do homework. If no/little effort in homework,
I will give you an F.
Homework Videos
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Available on Course website
Problems from previous years
Highly correlated to your homework
Watch them before coming to office hours
• Caution: Some questions of this year are
different from the homework video.
Projects (15%)
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Three MATLAB projects
Applications in probability
We will not teach them in class
You have to learn by yourselves
Most MATLAB codes will be taught in the
handout. Your job is to understand and fill in
the small gaps.
Historic Data
Overall score
100.00
90.00
80.00
70.00
60.00
50.00
40.00
30.00
20.00
10.00
0.00
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20
40
60
Homework score
80
100
120
Exams
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2 mid terms (15% each); 1 final (40%)
Closed book, closed note
No electronics, of any kind
Formula sheet will be given
Exam dates are listed in the syllabus
Evening exams --- MSEE B012 doesn’t fit
We will cancel two lectures
No make up exam, unless super special case
DO NOT TRAVEL BEFORE FINAL EXAM
Survival Tips
• Think, think, think. Do not give up easily.
• Learn the basic principles by heart.
• Do homework. The biggest loser of cheating is
yourself.
• Ask questions.
Will I give you a good grade?
• Don’t ask me. Ask yourself.
• Typical grade (subject to change)
– A: >80
– B: 70-79
– C: 60-69
– D: 50-59
– F: <50
Past feedback about me
• “… the first day of class he said this is going to be the hardest
class you’ve taken and he was not kidding….”
• “… I feel like I was able to understand something through the
class…”
• “… he moves through topics very quickly and sometimes it is
difficult to keep up with his lecture pace …”
• “…thoroughly depressing and miserable is a better
description for this class….”
Boring but Important Stuff
Course Material
• All course materials are for ECE 302 students.
• They are copyrighted.
• You are legally NOT allowed to upload any
ECE 302 material to commercial websites, e.g.,
course hero.
Do NOT use your cell phone
to take pictures in class!
Regrade Policy
• Submit your regrade request within 3 days
after we return your graded work.
• Submit your request to Teaching Assistant,
including homework, project and midterm.
• Write your request on a paper. We do not
accept oral request.
• If the mistake is on our side, we will give you
back your points. If we find new mistakes, we
will take your points off.
Office Hour Policy
• Homework / Project : Go to Teaching Assistant
• Lecture: Go to me
• Do NOT bring homework to my office / TA’s
office and work there, even if it is office hour
and no other students are here.
Examples
• “I don’t understand topic ABC, can you explain it once
more?”
– Yes, certainly. Come to me or the TA.
• “I have absolutely no idea about how to solve Problem X.”
– Watch video -> Talk to your friend -> Ask TA -> Talk to me.
• “I have some thoughts but the answer is different from my
friends. Can you help me?”
– Definitely. Come and let’s talk.
• “I missed a class last week. Can you repeat the lecture for
me?”
– NO. Period.
• “Will topic XYZ be covered in exam?”
– Check course website.
Plagiarism
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I respect you as adults
Do NOT copy and paste (or any variation)
Do NOT cheat in exams
Do NOT steal someone’s idea
I have ZERO tolerance against plagiarism
If you got caught for plagiarism, you will
– Get F in the course
– Be sent to Office of Student Rights and
Responsibilities (OSRR)
– Worst case: Be kicked out from Purdue
Emergence
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Read the emergence section in our syllabus
Fire alarm: Leave the classroom
Tornado alarm: Go to basement
Shooting: Stay in classroom
Bad weather:
– Stay home
– Check your email
– Check our course website
Last Few Words
Be prepared …
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ECE 302 is hard
ECE 302 is time consuming
ECE 302 is frustrating
Study hard
Do homework
Do project
After all, you will find the experience
rewarding
Questions?