| Lecturer/Manager
| Professor Aurel A. Lazar
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| Office hours: |
Wednesdays and Fridays, 11:00 AM - 12:00 PM EST
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| Office phone: |
+1 212 854 1747 |
| Email address: |
aurel "at" ee.columbia.edu
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| Class Web Site: |
Offered by the COMET Group
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| Mailing list: |
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| Teaching assistant: |
Eftychios-Aristodimos Pnevmatikakis |
| TA office phone: |
--- |
| TA Email address: |
eap2111 "at" columbia.edu |
| TA office hours: |
Fridays, 11:30 AM - 1:30 PM, 1247 Mudd |
Recitation: | --- |
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| Day and time:
| Mondays and Wednesdays, 9:10 - 10:25 AM
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| Class location: |
545 SW Mudd |
| Credits for course:
| 4 1/2 points
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| Prerequisites:
| An undergraduate level course in probability theory (e.g.,
Statistics-IEOR W3658) or the instructor's approval. Familiarity
with abstract models and reasoning as they arise in EE and CS
is helpful.
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| Description:
| Probability Review, Discrete-Time Markov Models, Recurrence and Ergodicity,
The Structure of Hidden Markov Models, Continuous-Time Markov Models, Gibbs Fields.
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| Required text(s):
| Pierre Bremaud, Markov Chains, Gibbs Fields, Monte Carlo Simulation, and
Queues, Springer-Verlag, New York, 1999.
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| Reference text(s):
| Erhan Cinlar, Stochastic Processes,
Prentice-Hall, Englewood Cliffs, NJ, 1975.
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| Homework(s):
| 4-6 problems each week.
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| Paper(s):
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| Project(s):
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| Midterm exam:
| Monday, October 25, 2004, 9:00-10:30 AM.
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| Final exam:
| Monday, December 13, 2004, 9:00 AM - 12:00 PM.
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| Grading:
| Homeworks 1/6, midterm 1/3, final 1/2.
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| Hardware requirements:
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| Software requirements:
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| Homework submission:
| Mondays at 12:00 noon.
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