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206A: STAT Gibbs Measures 10 Lecture 10 Lecture date: Sept 28 Scribe: Aleksandr Simma 1 Introduction to Linear Codes For the purposes of coding, we will be working with linear algebra on nite elds. We will n only need to work with the eld F2 , composed of the elements {0, 1}n and the operations and . n De nition 1 A linear code C is a linear subspace of F2 Claim 2 For every linear code C, there exist the parity check matrix H and the generator n matrix G which satisfy C = {x F2 : Hx = 0} and C = imageG = {Gy : y {0, 1}m } These matrices H and G allow us to characterize and study codes. However, for a particular code, H and G are not necessarily unique. The parity check matrix has a clear interpretation as an adjacency matrix of the code s factor graph: each row represents a factor node, and the value of each column in the row indicates whether the corresponding variable node is connected to the factor node or not. De nition 3 The factor graph of a parity check matrix H has n variable nodes x1 , . . . , xn and m factor nodes. Each factor node corresponds to a row of H and is connected to all the x nodes which have non-zero coe cients in the row. Each factor node (and row of H) prevents some values of x from being code words. Thus, any x which is not restricted by any of the factors is a valid code word, and so the uniform distribution factorizes into a product of indicators, one for each factor nodes. P H (x) = m 1 a=0 1(Ha X = 0) Z Claim 4 Observe that for any linear subspace, the addition of a constraint linearly independent from the previous constraints eliminates half the elements in the subspace, so it follows that |C| = 2N Rank(H) 2N M 10-1 2 Ensembles of factor graphs with a given degree distribution. n n=0 n x n n=0 Pn x Recall that (x) = Analogously, P (x) = where n is the fraction of variable nodes of degree N. where Pn is the fraction of factor nodes of degree n. One way of de ning a uniform distribution over factor nodes is by stating that De nition 5 DN ( , P ) is the uniform distribution over a graph containing N variable nodes, and the degree pro le given by ( , P ) However, this de nition raises several questions. First, does a single graph satisfying these constraints exist? How can we sample from this distribution? It turns out that it is very di cult to sample from the distribution coming from this de nition, even on regular graphs. Thus, this de nition is not very useful. An alternative de nition is the Con guration Model, which results in a di erent, but close, distribution over graphs. De nition 6 De ne a uniform distribution over random graphs with N i verteces of degree i, and M Pi factor nodes of degree i. We can sample this model with the following algorithm: 1. For each of the N i variable nodes, create i variable sub-nodes. 2. For each the of M Pi factor nodes, create i factor sub-nodes. 3. Randomly, connect each variable sub-node to a factor sub-node to produce a graph. The a diagram of the generating process is in Figure 1. Although this is not the same model as the prior, intractable de nition, the models are closely related when the degrees of the nodes are not too high. For purposes of coding, when there are multiple (m) edges between a particular variable and factor node, they are replaced by m mod 2. This produces the same code, as double-xor is always 0, but eliminates the problem of duplicate edges. Exercise 7 Suppose (1), P (1) < 0 and let m be the number of parallel edges. Show that E(m) = O(1) 10-2 M P1 of N 1 of M P2 of N 2 of ... M Pk of (w/ k sub-nodes) ... N k of (w/ k sub-nodes) Figure 1: Generating a random factor graph. The edges in the middle are random, but every small circle on the left has to be paired with a small square on the right. Exercise 8 Let be the degree distribution of the variable nodes before removing the par allel edges, and be the degree distribution after. Similarly, let P be the degree distribution of factor nodes before parallel edge removal, and P be the degree distribution after. Show that E( l | l l | + l 1 |Pl Pl |) = O( n ) De nition 9 A low density parity check code (LDPCC) is an ensemble of codes of DN ( , P ) Underlying this de nition is the assumption that we truncate , P at n(N ) such that n << n(N ) << N The design rate of the code is N M N =1 (1) P (1) Since the code is linear, the distribution of code words around a particular code word X is the same for all X. Thus, in order to study the properties of the code, it is su cient to consider X = 0. One desired property of a code is that the code words be far apart, so that drift from errors 10-3 in transmission would be lower than the spacing between code words. De nition 10 For a linear code C, the weight-enumerator function WN ( ) is the number of words of weight , where w(x) = dH (x, 0) = {i : xi = 1} For LDP CCN ( , P ), let W ( ) = E(W ( )). We write W (N ) for W (N ) exp(N ( )) (N ) meaning ( ) = log W plus lower-order terms. N w w Figure 2: The bipartite graph used for counting LDPCCs for estimating W It is not easy to analyze W but analyzing W is much harder. Computing W involves looking at an x such that W (x) = w and counting LDP CCN ( , P ) for which x is a code word. In order to do that, we construct a bipartite graph with variable nodes on the left, and factors on the right. We represent edges from xi = 1 to a factor node with red edges, and edges from xi = 0 by black edges. In that case, it is su cient to count the number of factor graphs where every factor node is adjacent to an even number of red edges. This construction can be seen in Figure 2. 10-4
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Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 14 Lecture date: Oct 12 Scribe: Alex Fabrikant 1 Capacity of LDPC codes As in the preceding lecture, let us dene a Binary Symmetric Channel (BSC) with parameter p, which, for each bit of the transmissi...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 14 Lecture date: Oct 12 Scribe: Alex Fabrikant 1 Capacity of LDPC codes As in the preceding lecture, let us dene a Binary Symmetric Channel (BSC) with parameter p, which, for each bit of the transmissi...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Invited Speaker: Andrea Montanari Lecture 5: Random Energy Model Lecture date: September 12 Scribe: Sebastien Roch This is a guest lecture by Andrea Montanari (ENS Paris and Stanford) on the Random Energy Model (REM) in p...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Invited Speaker: Andrea Montanari Lecture 5: Random Energy Model Lecture date: September 12 Scribe: Sebastien Roch This is a guest lecture by Andrea Montanari (ENS Paris and Stanford) on the Random Energy Model (REM) in p...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures 4 Lecture 4 Lecture date: Sep 7 Scribe: Allan Sly 1 SATs Denition 1 A SAT formula has n variables and m constraints or clauses. The variables are denoted {xi }n , xi {0, 1} and we denote xi = 1 xi and zi is a literal ...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures 4 Lecture 4 Lecture date: Sep 7 Scribe: Allan Sly 1 SATs Denition 1 A SAT formula has n variables and m constraints or clauses. The variables are denoted {xi }n , xi {0, 1} and we denote xi = 1 xi and zi is a literal ...
Berkeley >> STAT >> 204 (Fall, 2008)
The dierential equation method for random graph processes and greedy algorithms N. C. Wormald Department of Mathematics University of Melbourne Parkville, VIC 3052, Australia Contents 1 Introduction 1.1 A brief look at the general method 1.2 Graph p...
Berkeley >> STAT >> 206a (Fall, 2008)
The dierential equation method for random graph processes and greedy algorithms N. C. Wormald Department of Mathematics University of Melbourne Parkville, VIC 3052, Australia Contents 1 Introduction 1.1 A brief look at the general method 1.2 Graph p...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 3 Lecture date: Sep 05 Scribe: Alexandre Stauer 1 Ensembles of Factor Graphs An ensemble of factor graphs is a family of randomly chosen factor graphs. In this lectures notes we dene two models o...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 3 Lecture date: Sep 05 Scribe: Alexandre Stauer 1 Ensembles of Factor Graphs An ensemble of factor graphs is a family of randomly chosen factor graphs. In this lectures notes we dene two models o...
Berkeley >> STAT >> 204 (Fall, 2008)
Random Vectors of Bounded Weight and Their Linear Dependencies Nathan Linial Dror Weitz December 16, 2000 Abstract Let be a probability distribution on a vector space V . When m vectors u1 , . . . , um are drawn from , how likely are they to ...
Berkeley >> STAT >> 206a (Fall, 2008)
Random Vectors of Bounded Weight and Their Linear Dependencies Nathan Linial Dror Weitz December 16, 2000 Abstract Let be a probability distribution on a vector space V . When m vectors u1 , . . . , um are drawn from , how likely are they to ...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures 2 Lecture 2 Lecture date: Aug 31 Scribe: Omid Etesami Denition 1 Consider a nite set X, and a probability distribution over X n such that for every x X n , m 1 a (xa ), P[x] = Z a=1 where a [n] and a : X |a| R+ . Dene...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures 2 Lecture 2 Lecture date: Aug 31 Scribe: Omid Etesami Denition 1 Consider a nite set X, and a probability distribution over X n such that for every x X n , m 1 a (xa ), P[x] = Z a=1 where a [n] and a : X |a| R+ . Dene...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 18 Lecture date: October 26 Scribe: Partha S. Dey In the previous lecture we dened the loopy belief propagation (LBP) algorithm for a factor graph G as the following iteration of messages. For ever...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 18 Lecture date: October 26 Scribe: Partha S. Dey In the previous lecture we dened the loopy belief propagation (LBP) algorithm for a factor graph G as the following iteration of messages. For ever...
Berkeley >> STAT >> 204 (Fall, 2008)
IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 47, NO. 2, FEBRUARY 2001 569 Efficient Erasure Correcting Codes Michael G. Luby, Michael Mitzenmacher, M. Amin Shokrollahi, and Daniel A. Spielman AbstractWe introduce a simple erasure recovery algorith...
Berkeley >> STAT >> 206a (Fall, 2008)
IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 47, NO. 2, FEBRUARY 2001 569 Efficient Erasure Correcting Codes Michael G. Luby, Michael Mitzenmacher, M. Amin Shokrollahi, and Daniel A. Spielman AbstractWe introduce a simple erasure recovery algorith...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 1 Lecture date: Aug 29 Scribe: Madhur Tulsiani This lecture considers a few historical and motivating examples. 1 The Ising Model The Ising model is used to model the spins of atoms in a physical syst...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 1 Lecture date: Aug 29 Scribe: Madhur Tulsiani This lecture considers a few historical and motivating examples. 1 The Ising Model The Ising model is used to model the spins of atoms in a physical syst...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 20 Lecture date: Nov 2 Scribe: Guy Bresler 1 Ising Model on Trees In this lecture we examine when uniqueness holds for the Ising Model. The rst section gives an exact result for trees; the second...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 20 Lecture date: Nov 2 Scribe: Guy Bresler 1 Ising Model on Trees In this lecture we examine when uniqueness holds for the Ising Model. The rst section gives an exact result for trees; the second...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 12 Lecture date: Oct 5 Scribe: Guy Bresler In the previous lecture we derived an expression for the expected number of codewords having weight w = N for a general LDPCN (, P ) code: F W (w) = E=0...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 12 Lecture date: Oct 5 Scribe: Guy Bresler In the previous lecture we derived an expression for the expected number of codewords having weight w = N for a general LDPCN (, P ) code: F W (w) = E=0...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures 9 Lecture 9 Lecture date: SEP 26 Scribe: Jian Ding 1 Brief Introduction to Second Moment Method In previous lecture, we presented a lower bound for threshold of satisability problem by unit clause propagation algorithm....
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures 9 Lecture 9 Lecture date: SEP 26 Scribe: Jian Ding 1 Brief Introduction to Second Moment Method In previous lecture, we presented a lower bound for threshold of satisability problem by unit clause propagation algorithm....
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 16 Lecture date: Oct. 19 Scribe: Moorea Brega Recall that a distribution tree factorizes according to some factor graph ([N ], [M ], {a : 1 a M }), 1 P (x) = Z M a (xa ). a=1 Denition 1 A family of f...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 16 Lecture date: Oct. 19 Scribe: Moorea Brega Recall that a distribution tree factorizes according to some factor graph ([N ], [M ], {a : 1 a M }), 1 P (x) = Z M a (xa ). a=1 Denition 1 A family of f...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 17 Lecture date: Oct 24 Scribe: Joel Meord Denition 1 (-expander) A graph G = (V, E) is a -expander if, subsets S V, |S| |V | we have |S| |S| 2 Example 2 (Ising model) Consider the Ising model, 1 whe...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Fall 2006 Lecture 17 Lecture date: Oct 24 Scribe: Joel Meord Denition 1 (-expander) A graph G = (V, E) is a -expander if, subsets S V, |S| |V | we have |S| |S| 2 Example 2 (Ising model) Consider the Ising model, 1 whe...
Berkeley >> STAT >> 204 (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 6: Random k-SAT problems Lecture date: Sept 14 Scribe: Guillaume Obozinski Denition 1 (SATN (k, ) is a random k-SAT formula on N variables where each N possible clause is chosen independently with...
Berkeley >> STAT >> 206a (Fall, 2008)
STAT 206A: Gibbs Measures Elchanan Mossel Lecture 6: Random k-SAT problems Lecture date: Sept 14 Scribe: Guillaume Obozinski Denition 1 (SATN (k, ) is a random k-SAT formula on N variables where each N possible clause is chosen independently with...
Berkeley >> STAT >> 210b (Spring, 2008)
Course:Censored Longitudinal Data and Causality Course No: PUBLIC HEALTH 246A sec 1 (Lecture), PUBLIC HEALTH 298 sec. 50 (Lab) Instructors: Mark van der Laan and Alan Hubbard Lecture Time and Place: M-W 12-1:30 in Tolman 235 Lab Time and Place: F 3-5...
Berkeley >> STAT >> 210b (Spring, 2008)
Statistical Methods for Biomarker Discovery BASS 2007 Workshop, November 7th-9th Mark van der Laan, Jiann-Ping Hsu/Karl E. Peace Professor in Biostatistics, UC Berkeley laan@berkeley.edu Cathy Tuglus Graduate Student in Biostatistics, UC Berkeley ctu...
Berkeley >> STAT >> 210b (Spring, 2008)
Controlling FDR in Second Stage Analysis Catherine Tuglus Work with Mark van der Laan UC Berkeley Biostatistics Outline What is a Second Stage Analysis Issues with MTP for Secondary Analysis Proposed solution for Marginal FDR controlling pro...
Berkeley >> STAT >> 210b (Spring, 2008)
Chapter 1 Introduction 1.1 Common terms in molecular biology. DNA, RNA DNA is a polymer of four possible nucleotides denoted with A (adenine), C (cytosine), T (thymine), G (guanine). A nucleotide is a molecule connecting a phosphate group to a ve c...
Berkeley >> STAT >> 210b (Spring, 2008)
Multiple Testing Mark J. van der Laan Division of Biostatistics U.C. Berkeley www.stat.berkeley.edu/~laan Outline Multiple Testing for variable importance in prediction Overview of Multiple Testing Previous proposals of joint null distribution i...
Berkeley >> STAT >> 210b (Spring, 2008)
PH 243A STATISTICAL TECHNIQUES FOR GENE EXPRESSION DATA, Fall 2001 ROUGH SYLLABUS Lecture 1, Wednesday, September 5: SOME MICROBIOLOGY CROARRAY TECHNOLOGY, EXAMPLES OF DATA SETS. TERMS, THE MI- Possible books for the biology and biotechnology: 1) Da...
Berkeley >> STAT >> 210b (Spring, 2008)
STATISTICAL LEARNING FROM DATA LIES, DAMNED LIES, AND STATISTICS, Mark Twain. Senate Approves Tighter Policing of Drug Makers, May 8, 2007 Mark van der Laan, www.stat.berkeley.edu/~laan OVERVIEW How good is the human statistical intuition? Statist...
Berkeley >> STAT >> 210b (Spring, 2008)
8/30/2004 NOTES Logistics Logistics, oce hour times, the course website, relevant texts, and a list of topics to be covered are given on the course syllabus. This syllabus can be obtained from Mark van der Laan or Alan Hubbard. Course evaluation wil...
Berkeley >> STAT >> 210b (Spring, 2008)
Data Adaptive Estimation of the Treatment Specic Mean in Causal Inference R-package cvDSA Yue Wang Division of Biostatistics Nov. 2004 Nov. 8, 2004 1 Outlines Introduction: Data structure and Marginal Structural Model. Estimation Road map Choice...
Berkeley >> STAT >> 210b (Spring, 2008)
Multiple Testing Procedures Examples and Software Implementation Multiple Testing in Action Examples From New Book Multiple Testing Procedures with Applications to Genomics (2007). S. Dudoit and M. J. van der Laan. Multiple Testing Software R packa...
Berkeley >> STAT >> 210b (Spring, 2008)
Targeted MLE for Variable Importance and Causal Effect with Clinical Trial and Observational Data Mark van der Laan works.bepress.com/mark_van_der_laan Division of Biostatistics, University of California, Berkeley Outline Standard approaches...
Berkeley >> STAT >> 210b (Spring, 2008)
Multivariate Statistical Methods in Genomics PH 243 A, MW 12-2, 2305 Tolman Instructor: Mark van der Laan Oce: Haviland Hall 108, tel: 643-9866 website: www.stat.berkeley.edu/ laan Technical reports at www.bepress.com/ucbbiostat/ email: laan@stat.ber...
Berkeley >> STAT >> 210b (Spring, 2008)
Super Learning Eric Polley Joint work with Mark van der Laan and Alan Hubbard e-mail: ecpolley@berkeley.edu PH 246C (Berkeley) Super Learning PH 246C 1 / 27 Outline 1 Cross-Validation Denitions Oracle Inequalities 2 Super Learning Denitions...
Berkeley >> STAT >> 210b (Spring, 2008)
Super Learning in Prediction HIV Example Mark van der Laan www.bepress.com/ucbbiostat Division of Biostatistics, University of California, Berkeley Outline Super Learning in Prediction of HIV Phenotype based on HIV Genotype Scientific Goal Predic...
Berkeley >> STAT >> 210b (Spring, 2008)
Empirical Processes - Introduction April 8, 2005 Notation and Basic Setup We will assume that O1 , ., On P i.i.d. Pn is the empirical distribution. P f means Ep f (O) = f dP , likewise Pn f = f dPn . F will represent a set of real-valued functions...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Curie-Weiss and KMT Strong Embedding 1 Lecture 14 Lecture date: Sept 28, 2007 Scribe: John Zhu 1 Some nal remarks about the Curie-Weiss concentration 1 n In the Curie Weiss model, if m() = i , then +t n exp nt2 . 4(...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 25, Quiz 4 Solutions May 9, 2006 1. (a) If H0 is rejected, it means that the data is inconsistent with H0 . Thus the scale is (almost certainly) out of calibration, so the answer is (ii). (b) If H0 is not rejected, it means that the data is co...
Berkeley >> STAT >> 25 (Fall, 2008)
Game Theory, Alive Yuval Peres i The author would like to cordially thank Alan Hammond, for scribing the rst draft; Gabor Pete, Yun Long and Peter Ralph for scribing the revisions; Yelena Shvets for pictures and editing; Ranjit Samra of rojaysorigi...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 155 Fall 08 Practice Final December 9, 2008 Time: 3 hours. Please show all steps. 1. Consider a game of nim with inital conguration (48, 23, 74, 10) and with the restriction that at most three chips can be removed from a pile in a single move....
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 18 Lecture date: Oct 8, 2007 Scribe: Guy Bresler 1 Tusndys Lemma a Lemma 1 (Tusndys Lemma, Lemma 3.10 in handout) Let 1 , . . . , n be i.i.d. a symmetric 1 random variables and S...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 134 Section 2 Homework 3 (Due: Wednesday, 9/27) Problems from Pitmans book: Section 2.1: 1, 5, 7. Section 3.2: 3, 6, 13. 1 ...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 25, Homework # 2 Solution February 25, 2006 1. n!. If n = 10, then this is 3628800. 2. 310 . 3. (a) S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6), (3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3...
Berkeley >> STAT >> 25 (Fall, 2008)
A new method of normal approximation Sourav Chatterjee (UCB) Sourav Chatterjee A new method of normal approximation Central limit theorems Classical CLT: If X1 , . . . , Xn are independent random variables with zero mean and nite variance and (.),...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications Fall 2007 Lecture 23 Lecture date: Oct. 19, 2007 Scribe: Partha Dey Recall that, in the Sherrington Kirkpatrick model, the probability of a conguration = (i )N {1, +1}N is i=1 P() = 1 ZN e...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 25, Homework # 3 Solution February 25, 2006 1. P (A B c ) = P (A) + P (B c ) P (A B c ) = P (A) + P (B c ) P (A)P (B c ) = P (A) + (1 P (B) P (A)(1 P (B) = 1 P (B) + P (A)P (B). 2. Let R1 be the event that engine 1 is running. Let R2 b...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 15 Lecture date: Oct 1, 2007 Scribe: Arnab Sen Proof of Lemma 1 (contd.) Recall that K is set of all probability measure on Rn such that x(x) = 0 and exp , x (dx) exp(b 2 ) Rn...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 13 Lecture date: September 26, 2007 Scribe: Joel Meord Recall the following theorem from the previous lecture. Theorem 1 Suppose (X, X ) is an exchangeable pair, F(X, X ) is an ant...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 200A Practice Problem Set 1 1. Let = R, F = all subsets so that either A or Ac is countable, P (A) = 0 in the rst case and = 1 in the second. Show that (, F, P ) is a probability space. 2. Let (, F, P ) be a probability space and let A1 A2 A3...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 20 Lecture date: Oct 12, 2007 Scribe: Tanya Gordeeva 1 Proof of Lemma 3.9 Recall lemma 3.9 from the handout: Lemma 1 (Lemma 3.9) There exist universal constants C, K, and 0 such ...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications Fall 2007 Lecture 7 Lecture date: Sept. 12, 2007 Scribe: Partha Dey 1 Method of Exchangeable Pair d Suppose (W, W ) is an exchangeable pair of random variables, i.e. (W, W ) = (W , W ), an...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 134 Section 2 Homework 3 (Due: Wednesday, 10/4) Problems from Pitmans book: Section 3.1: 2, 15. Section 3.3: 3, 12. Section 3.4: 1, 10 1 ...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 134 Section 2 Homework 6 (Due: Friday, 10/27) Problems from Pitmans book: Section 4.1: 2, 12. Section 4.4: 1, 3, 6, 7. Section 4.5: 6, 8. 1 ...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 9 Lecture date: Sep 17, 2007 Scribe: Tanya Gordeeva 1 Proof of the Hoeding combinatorial CLT Recall the Hoeding CLT from the previous lecture: Theorem 1 Suppose (aij )1i,jn is an...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 12 Lecture date: September 24, 2007 Scribe: Richard Liang 1 Steins method for concentration inequalities The purpose of this lecture will be to prove the following theorem. Theor...
Berkeley >> STAT >> 25 (Fall, 2008)
1. A loses if he gets no sixes. This can happen in 56 ways. Total number of ways = 66 . Therefore P (A loses) = 56 0.335. 66 B loses if the number of sixes is either 0 or 1. Now, P (B gets 0 sixes) = 512 /612 . Again, B can get exactly one six if i...
Berkeley >> STAT >> 25 (Fall, 2008)
Stat 25, Quiz 2 Solutions March 23, 2006 Note from the TA: All the relevant formulas will be provided for quizes in the future. 1. Linear combinations of normaly distributed varaibles are normaly distributed. The mean is 2 2 2 X+Y = X +Y = 90. Sinc...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 27 Lecture date: Oct 29, 2007 Scribe: Arnab Sen In the previous lectures, for the SK model with h = 0, < 1/2 ( though the result actually holds for h = 0, < 1), we proved that th...
Berkeley >> STAT >> 25 (Fall, 2008)
STAT C206A / MATH C223A : Steins method and applications 1 Lecture 19 Lecture date: Oct. 10, 2007 Scribe: Laura Derksen 1 Let Tsundys lemma for a given total sum a i.i.d. symmetric random variables taking values in {1, 1} and let Sn = be a unifor...
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