Lecture 2: Probability, Sampling, The Laws, and Monte-Carlo

Slides

• PDF

Notes

• Distributions
• Expectations and the Law of Large Numbers
• Sampling and the Central Limit Theorem
• Basic Monte Carlo
• Integration with Monte Carlo

Readings

• Shalizi 5.1, 5.2.1, 5.2.2, 5.4
• Bayesian Methods for Hackers, Chapter 4, upto the heading “The Disorder of Small numbers”