stochapprox

Link back to the Syllabus

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