Fall 2020 DS-GA 1002 Syllabus

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DS-GA 1002 Probability and Statistics for Data Science

Fall 2020

This required course for the MS in Data Science should be taken in the first year of study. It
covers fundamental concepts in probability and statistics from a data-science perspective.

Syllabus

Probability: probability spaces, random variables, multivariate random variables, expectation,


convergence of random variables.

Statistics: statistical models, estimation, hypothesis testing, Bayesian methods, linear regression,
logistic regression.

Grading policy

Homework (40%) + Midterm (30%) + Final (30%)

Up to 5% extra credit may be awarded for participation on Piazza at the discretion of the
instructors

Homework

Homework will be posted each Friday and will be due on Gradescope


(https://www.gradescope.com/courses/165993) a week later on Sunday at 11 pm. Late
homework will not be allowed. The two assignments with the worst grades will be dropped to
account for eventualities.

We encourage you to discuss the homework with your peers, but make sure that you write your
assignment yourself. Always explain your thought process. If you use results from the notes or a
book, make sure to reference them adequately.

Lecture

Lecture material will be provided through videos posted in the Resources section.

Blended complementary lecture:


Tuesday 6:20-8:00pm
Room: GCASL_C95
Zoom link: https://nyu.zoom.us/j/98691811403

Recitations

Section DS-GA 1002.002


Monday 5:00-5:50pm
Room: GCASL_265
Zoom link: https://nyu.zoom.us/j/94761903665
Section DS-GA 1002.003
Monday 5:00-5:50pm
Room: 194M_203 (194 Mercer)
Zoom link: https://nyu.zoom.us/j/96078186635

Section DS-GA 1002.004


Monday 6:00-6:50pm
Room: BOBS_LL114
Zoom link: https://nyu.zoom.us/j/99066357510

Section DS-GA 1002.006


Monday 8:00-8:50am
Zoom link: https://nyu.zoom.us/j/96384723596

Classroom Etiquette

All students are required to follow the university policies regarding COVID-19 (see
https://www.nyu.edu/about/policies-guidelines-compliance/policies-and-guidelines/building-
access-policy.html, https://www.nyu.edu/about/policies-guidelines-compliance/policies-and-
guidelines/university-student-conduct-policy.html). In particular, masks covering your mouth
and nose must be worn at all times during lecture. If you are having issues with your mask (e.g.,
a strap breaks) you can get a new mask at Public Safety at Washington Square (561 LaGuardia
Place). There can be no food or drink consumed inside the classroom. Any questions for the
lecturer should be asked from your assigned seat. Do not go up to the lecturer at any point to ask
questions. If you need to ask a private question, this can either be done over Piazza, by email, or
we can schedule a private Zoom meeting. In regards to cohorts, you can only attend in-person
on the days your cohort is scheduled, and you must sit in your assigned seat (that you select
during your first class). Once class is over, please exit the classroom in an orderly fashion while
following social distancing requirements. Do not wait near the entrance of the classroom or the
building before or after class.

Office hours

Instructor:
Wednesday 4:00-5:00pm
Zoom link: https://nyu.zoom.us/j/99184445167

Section Leaders
Michael Stanley
Wednesday 6:00-7:00pm
Zoom link: https://nyu.zoom.us/j/99208157163
Tinatin Nikvashvili
Thursday 12:00-1:00pm
Zoom link: https://nyu.zoom.us/j/94728740648
Vlad Kobzar
Thursday 12:50-1:50pm
Zoom link: https://nyu.zoom.us/j/95109612962

Xintong Li
Friday 9:00-10:00am
Zoom link: https://nyu.zoom.us/j/93384484631

Sreyas Mohan
Thursday 2 - 3 PM
Zoom link: https://nyu.zoom.us/j/92625864551

Jonas Peeters
Thursday 1 - 2 PM
Zoom link: https://nyu.zoom.us/j/98970320302

Jonas Peeters
Thursday 2 - 3 PM
Zoom link: https://nyu.zoom.us/j/94922728879

Piazza

Please join the Piazza website for the course:


piazza.com/nyu/fall2020/dsga1002

Ask all your questions on Piazza instead of through email, and try to answer other students'
questions. We will reward active participation!

References

We will follow the lecture notes posted in the Schedule, Resources and Assignments section. All
other material, as well as video links, will also be posted there.

Previous version of the course:


https://cims.nyu.edu/~cfgranda/pages/stuff/probability_stats_for_DS.pdf

Books (Recommended not Required)

A First Course in Probability by Ross


Introduction to Probability by Bertsekas and Tsitsiklis
Introduction to Probability by Blitzstein and Hwang
Introduction to Mathematical Statistics by Hogg, McKean and Craig
Statistical Inference by Casella and Berger
All of Statistics by Wasserman
Probability and Statistics by DeGroot and Schervish
Statistics by Freedman, Pisani and Purves
Regression and Other Stories by Gelman, Hill, and Vehtari

Other Resources

Bliztstein's Probability Course: https://projects.iq.harvard.edu/stat110


Rigollet's Statistics Course: https://ocw.mit.edu/courses/mathematics/18-650-statistics-for-
applications-fall-2016/index.htm

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