All readings will be from provided notes and from sections listed in textbooks, provided in this schedule.
This schedule is tentative, and is likely to change throughout the semester.
| Week | Date | Topic | Comments |
|---|---|---|---|
| 1 | January 7 | Introduction to Course: Lec1-Introduction.pdf First lecture on Whiteboard, on real analysis |
Read lecture-notes.pdf. Also read Borkar’s first chapter. |
| 1 | January 9 | Applications of stochastic approximation algorithms; Started Real analysis | |
| 2 | January 14 | Real analysis continued | Assignment #1 released |
| 2 | January 16 | Real analysis continued | |
| 3 | January 21 | Real analysis: real sequences | |
| 3 | January 23 | Real analysis: real sequences | Project proposal due Friday, January 25 |
| 4 | January 28 | Probability Theory: Probability measure, random variables | |
| 4 | January 30 | Probability Theory: Probability measure, random variables | Assignment 1 due |
| 5 | February 4 | Probability Theory: Expectation | Report 1 due for Weekly Progress (for January 28 - February 3); Enter the brief summary in the forum and in the Quiz on eClass. Read probtheory.pdf. |
| 5 | February 6 | Probability Theory: Expectation | |
| 5 | February 7 | Probability Theory: Expectation | Assignment #2 released Due date March 15 |
| 6 | February 11 | Probability Theory: Expectation | Report 2 due for Weekly Progress |
| 6 | February 13 | Probability Theory: Convergence theorems | |
| 7 | February 18 | Reading week: No lecture | Report 3 due for Weekly Progress |
| 7 | February 20 | Reading week: No lecture | |
| 8 | February 25 | Conditional Expectation | Report 4 due for Weekly Progress |
| 8 | February 27 | No lecture | |
| 9 | March 4 | Conditional Expectation | Report 5 due for Weekly Progress. Reference for conditional expectation is Page 445 onwards in https://www.colorado.edu/amath/sites/default/files/attached-files/billingsley.pdf . Also Read conditional-expectation.pdf |
| 9 | March 6 | ||
| 10 | March 11 | Report 6 due for Weekly Progress | |
| 10 | March 13 | Assignment 2 due on Friday | |
| 11 | March 18 | Report 7 due for Weekly Progress | |
| 11 | March 20 | ||
| 12 | March 25 | Report 8 due for Weekly Progress | |
| 12 | March 27 | Initial paper draft due Wednesday, March 27 | |
| 13 | April 1 | Report 9 due for Weekly Progress | |
| 13 | April 3 | ||
| 14 | April 8 | Paper discussion | Report 10 due for Weekly Progress |
| 14 | April 10 | Last day of classes; Final paper due April 17 |