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Courses
• E&C-ENG 190D: Making Better Decisions by Humans and AI (4 credits at UMass Amherst)
• ECE 597MS - Math Tools for Data Science (3 credits at UMass Amherst)
• ECE 603 - Probability & Random Process (3 credits at UMass Amherst)

• Applying Risk & Chance to Life & Business

• Brief Introduction to Machine Learning (No Coding)

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Gen Ed Course (SB, DU, 4 credits)

E&C-ENG 190D: Making Better Decisions by Humans and AI

Online Course
Dec 21, 2022 - Feb 3, 2023 Enroll Now
Instructor: Hossein Pishro-Nik

This course covers decision making under uncertainty, focusing on topics such as evolutionary
psychology, human biases, probabilistic thinking, risk taking, artificial intelligence, AI biases and
algorithmic oppression. The skills learned in this class can aide students in decision making at both
personal and societal levels. They can help students recognize cognitive and algorithmic biases and
comprehend the social implications of these biases. Examples from everyday decisions,
business/finance, economics/policy making, sports, and AI decision making are discussed. There are no
prerequisites for this class and students from all majors may enroll. The course satisfies SB and DU
designations and is worth 4 credits.

ECE 597MS: Math Tools for Data Science (3 credits)

Online Course
Dec 21, 2022 - Feb 3, 2023 Enroll Now
Instructor: Hossein Pishro-Nik
Syllabus

Success in the field of data science heavily depends on students’ knowledge of many mathematical tools
that are not always covered in standard mathematical curriculum. Often, these topics are not covered
appropriately in data science courses either due to the time limits. This course aims at filling this void:
it covers mathematical tools needed for courses in data science such as machine learning, data mining,
neural networks, etc. It motivates the topics by real-word applications and discusses how they can be
used in data analytics algorithms.

Topics covered

• Linear Algebra
◦ Vectors and Matrices and basic operations
◦ Vector spaces
◦ Eigenvalues and eigenvectors
◦ Singular value decomposition (SVD) and application to dimensionality reduction
• Probability and Statistics
◦ Basic probability, conditional probability, Bayes’ rule
◦ Random variables and random vectors

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◦ Probability bounds
◦ Markov chains
◦ Application to web search algorithms: Link analysis and Page Rank
• Foundations of Statistical Learning
◦ Basics of statistical learning: models, regression, curse of dimensionality, overfitting, etc.
◦ Optimization and convexity
◦ Gradient descent
◦ Newton’s method
• Classification
◦ Linear discriminant analysis
◦ Logistic Regression
◦ Support vector machines (SVM)
• Additional methods
◦ Similarity and distances
◦ Nearest neighbor methods
◦ Decision tress and application of entropy
• Clustering, Graph Analysis and Algorithms
◦ Clustering algorithms
◦ Social network graphs
◦ Community detection
• Additional topics
◦ Knowledge driven feature design
◦ Basics of neural networks

ECE 603 - Probability & Random Process (3 credits)

Online Course
Dec 21, 2022 - Feb 3, 2023 Enroll Now
Instructor: Hossein Pishro-Nik

This course is offered online and is a graduate-level version of ECE 214. It covers chapters 1 to 7 and
10 & 11 of the textbook.
Note about pre-requisite: If you would like to register for the course, but are not able to do so due to
the official pre-requisite, you can request a permission to register by sending an email to the instructor.

Topics covered

• Basic concepts such as random experiments, probability axioms, conditional probability, law of
total probability, Bayes' rule, and counting methods;
• Single and multiple random variables (discrete, continuous, and mixed), as well as moment-
generating functions, characteristics functions, random vectors, and inequalities;

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• Limit theorems and convergence;

• Introduction to random processes, processing of random signals;
• Poisson processes, discrete-time Markov chains, continuous-time Markov chains, and Brownian
motion;

Applying Risk & Chance to Life & Business

Decision Making Under Uncertainty

Lecture 1: Risk & Chance i…

Learn the basic concepts and tools to help you make better decisions under uncertainty, take calculated
risks, and reduce the stress and regrets that often come with decision making. This video is the 1st of a
total of 40 short videos. Click here to watch the rest of the videos.

Use probabilistic thinking to increase your chance of success and manage risks

• The laws of probability that govern our life

• Biases and fallacies that often distort our decision making
• Making decisions under uncertainty
• Taking calculated risks in life and business
• Reducing stress in decision making
• Reducing regrets about past decisions

Improve your real life decision making and reduce stress and regrets

Every day, we have to make decisions but we are often unsure of what to do because of the risks and
uncertainties involved. Many of us often regret decisions both big and small, but there are actually
many ways we can improve our decision-making and risk management, and reduce the stress and
regrets about decisions.

Content and Overview

In this course, our goal is to better understand randomness and uncertainty and learn tools to help us
make more educated risks. We'll talk about the different biases we all experience in our intuitive
thinking, and then learn how to re-train our brains to approach everyday problems differently. Using

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probability theory and a bit of math, we'll discuss how to make decisions rationally and efficiently. But
don't worry—no math background other than being able to add, subtract, divide, and multiply is
required! We'll learn how to make better financial decisions, take smarter risks, and improve nearly
every aspect of our lives. Each video is short and concise but filled with interesting and helpful
material. Each one is animated, to ensure we grasp the concepts completely, and they all contain
engaging, relatable real-life examples. Using these tools, anyone can learn to improve their decision-
making, which leads to ultimately minimizing the number of regrets they have. If you'd like to live a
more worry-free life with fewer regrets, this course is for you.

Acknowledgement

Special thanks to Linnea Duley for her great help in preparing the content as well as excellent job in
creating the animations.

Brief Introduction to Machine Learning (No Coding)

Machine Learning Intro 1

In a series of few short videos, we will go over a general, non-technical introduction to Machine
Learning (ML). We will define and explain a few fundamental concepts in ML, including overfitting,
cross-validation, VC-dimension, regularization and others. This module is designed to help a general
audience, including newcomers. My hope is that this lesson aids in understanding what applications are
best suited for ML, provides intuition behind ML algorithms and conveys the importance of ML in
today’s world. This video is the 1st of a total of 7 short videos. Click here to watch the rest of the
videos.

• 0 Preface
• 1 Basic Concepts
◦ 1.0 Introduction
◦ 1.1 Introduction
▪ 1.1.0 What Is Probability?
▪ 1.1.1 Example

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◦ 1.2 Review of Set Theory

▪ 1.2.0 Review
▪ 1.2.1 Venn Diagrams
▪ 1.2.2 Set Operations
▪ 1.2.3 Cardinality
▪ 1.2.4 Functions
▪ 1.2.5 Solved Problems
◦ 1.3 Random Experiments and Probabilities
▪ 1.3.1 Random Experiments
▪ 1.3.2 Probability
▪ 1.3.3 Finding Probabilities
▪ 1.3.4 Discrete Models
▪ 1.3.5 Continuous Models
▪ 1.3.6 Solved Problems
◦ 1.4 Conditional Probability
▪ 1.4.0 Conditional Probability
▪ 1.4.1 Independence
▪ 1.4.2 Law of Total Probability
▪ 1.4.3 Bayes' Rule
▪ 1.4.4 Conditional Independence
▪ 1.4.5 Solved Problems
◦ 1.5 Problems
▪ 1.5.0 End of Chapter Problems
• 2 Combinatorics: Counting Methods
◦ 2.1 Combinatorics
▪ 2.1.0 Finding Probabilities with Counting Methods
▪ 2.1.1 Ordered with Replacement
▪ 2.1.2 Ordered without Replacement
▪ 2.1.3 Unordered without Replacement
▪ 2.1.4 Unordered with Replacement
▪ 2.1.5 Solved Problems
◦ 2.2 Problems
▪ 2.2.0 End of Chapter Problems
• 3 Discrete Random Variables
◦ 3.1 Basic Concepts
▪ 3.1.1 Random Variables
▪ 3.1.2 Discrete Random Variables
▪ 3.1.3 Probability Mass Function
▪ 3.1.4 Independent Random Variables
▪ 3.1.5 Special Distributions
▪ 3.1.6 Solved Problems
◦ 3.2 More about Discrete Random Variables
▪ 3.2.1 Cumulative Distribution Function
▪ 3.2.2 Expectation

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▪ 3.2.3 Functions of Random Variables

▪ 3.2.4 Variance
▪ 3.2.5 Solved Problems
◦ 3.3 Problems
▪ 3.3.0 End of Chapter Problems
• 4 Continuous and Mixed Random Variables
◦ 4.0 Introduction
◦ 4.1 Continuous Random Variables
▪ 4.1.0 Continuous Random Variables and their Distributions
▪ 4.1.1 Probability Density Function
▪ 4.1.2 Expected Value and Variance
▪ 4.1.3 Functions of Continuous Random Variables
▪ 4.1.4 Solved Problems
◦ 4.2 Special Distributions
▪ 4.2.1 Uniform Distribution
▪ 4.2.2 Exponential Distribution
▪ 4.2.3 Normal (Gaussian) Distribution
▪ 4.2.4 Gamma Distribution
▪ 4.2.5 Other Distributions
▪ 4.2.6 Solved Problems
◦ 4.3 Mixed Random Variables
▪ 4.3.1 Mixed Random Variables
▪ 4.3.2 Using the Delta Function
▪ 4.3.3 Solved Problems
◦ 4.4 Problems
▪ 4.4.0 End of Chapter Problems
• 5 Joint Distributions
◦ 5.1 Two Discrete Random Variables
▪ 5.1.0 Two Random Variables
▪ 5.1.1 Joint Probability Mass Function (PMF)
▪ 5.1.2 Joint Cumulative Distribution Function (CDF)
▪ 5.1.3 Conditioning and Independence
▪ 5.1.4 Functions of Two Random Variables
▪ 5.1.5 Conditional Expectation
▪ 5.1.6 Solved Problems
◦ 5.2 Two Continuous Random Variables
▪ 5.2.0 Two Continuous Random Variables
▪ 5.2.1 Joint Probability Density Function
▪ 5.2.2 Joint Cumulative Distribution Function
▪ 5.2.3 Conditioning and Independence
▪ 5.2.4 Functions of Two Continuous Random Variables
▪ 5.2.5 Solved Problems
◦ 5.3 More Topics
▪ 5.3.1 Covariance and Correlation

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▪ 5.3.2 Bivariate Normal Distribution

▪ 5.3.3 Solved Problems
◦ 5.4 Problems
▪ 5.4.0 End of Chapter Problems
• 6 Multiple Random Variables
◦ 6.0 Introduction
◦ 6.1 Methods for More Than Two Random Variables
▪ 6.1.1 Joint Distributions and Independence
▪ 6.1.2 Sums of Random Variables
▪ 6.1.3 Moment Generating Functions
▪ 6.1.4 Characteristic Functions
▪ 6.1.5 Random Vectors
▪ 6.1.6 Solved Problems
◦ 6.2 Probability Bounds
▪ 6.2.0 Probability Bounds
▪ 6.2.1 Union Bound and Extension
▪ 6.2.2 Markov Chebyshev Inequalities
▪ 6.2.3 Chernoff Bounds
▪ 6.2.4 Cauchy Schwarz Inequality
▪ 6.2.5 Jensen's Inequality
▪ 6.2.6 Solved Problems
◦ 6.3 Problems
▪ 6.3.0 End of Chapter Problems
• 7 Limit Theorems and Convergence of Random Variables
◦ 7.0 Introduction
◦ 7.1 Limit Theorems
▪ 7.1.0 Limit Theorems
▪ 7.1.1 Law of Large Numbers
▪ 7.1.2 Central Limit Theorem (CLT)
▪ 7.1.3 Solved Problems
◦ 7.2 Convergence of Random Variables
▪ 7.2.0 Convergence of Random Variables
▪ 7.2.1 Convergence of Sequence of Numbers
▪ 7.2.2 Sequence of Random Variables
▪ 7.2.3 Different Types of Convergence for Sequences of Random Variables
▪ 7.2.4 Convergence in Distribution
▪ 7.2.5 Convergence in Probability
▪ 7.2.6 Convergence in Mean
▪ 7.2.7 Almost Sure Convergence
▪ 7.2.8 Solved Problems
◦ 7.3 Problems
▪ 7.3.0 End of Chapter Problems
• 8 Statistical Inference I: Classical Methods
◦ 8.1 Introduction

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▪ 8.1.0 Introduction
▪ 8.1.1 Random Sampling
◦ 8.2 Point Estimation
▪ 8.2.0 Point Estimation
▪ 8.2.1 Evaluating Estimators
▪ 8.2.2 Point Estimators for Mean and Variance
▪ 8.2.3 Maximum Likelihood Estimation (MLE)
▪ 8.2.4 Asymptotic Properties of MLEs
▪ 8.2.5 Solved Problems
◦ 8.3 Interval Estimation (Confidence Intervals)
▪ 8.3.0 Interval Estimation (Confidence Intervals)
▪ 8.3.1 The general framework of Interval Estimation
▪ 8.3.2 Finding Interval Estimators
▪ 8.3.3 Confidence Intervals for Normal Samples
▪ 8.3.4 Solved Problems
◦ 8.4 Hypothesis Testing
▪ 8.4.1 Introduction
▪ 8.4.2 General Setting and Definitions
▪ 8.4.3 Hypothesis Testing for the Mean
▪ 8.4.4 P-Values
▪ 8.4.5 Likelihood Ratio Tests
▪ 8.4.6 Solved Problems
◦ 8.5 Linear Regression
▪ 8.5.0 Linear Regression
▪ 8.5.1 Simple Linear Regression Model
▪ 8.5.2 The First Method for Finding beta
▪ 8.5.3 The Method of Least Squares
▪ 8.5.4 Extensions and Issues
▪ 8.5.5 Solved Problems
◦ 8.6 Problems
▪ 8.6.0 End of Chapter Problems
• 9 Statistical Inference II: Bayesian Inference
◦ 9.1 Bayesian Inference
▪ 9.1.0 Bayesian Inference
▪ 9.1.1 Prior and Posterior
▪ 9.1.2 Maximum A Posteriori (MAP) Estimation
▪ 9.1.3 Comparison to ML Estimation
▪ 9.1.4 Conditional Expectation (MMSE)
▪ 9.1.5 Mean Squared Error (MSE)
▪ 9.1.6 Linear MMSE Estimation of Random Variables
▪ 9.1.7 Estimation for Random Vectors
▪ 9.1.8 Bayesian Hypothesis Testing
▪ 9.1.9 Bayesian Interval Estimation
▪ 9.1.10 Solved Problems

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◦ 9.2 Problems
▪ 9.2.0 End of Chapter Problems
• 10 Introduction to Random Processes
◦ 10.1 Basic Concepts
▪ 10.1.0 Basic Concepts
▪ 10.1.1 PDFs and CDFs
▪ 10.1.2 Mean and Correlation Functions
▪ 10.1.3 Multiple Random Processes
▪ 10.1.4 Stationary Processes
▪ 10.1.5 Gaussian Random Processes
▪ 10.1.6 Solved Problems
◦ 10.2 Processing of Random Signals
▪ 10.2.0 Processing of Random Signals
▪ 10.2.1 Power Spectral Density
▪ 10.2.2 Linear Time-Invariant (LTI) Systems with Random Inputs
▪ 10.2.3 Power in a Frequency Band
▪ 10.2.4 White Noise
▪ 10.2.5 Solved Problems
◦ 10.3 Problems
▪ 10.3.0 End of Chapter Problems
• 11 Some Important Random Processes
◦ 11.1 Poisson Processes
▪ 11.1.0 Introduction
▪ 11.1.1 Counting Processes
▪ 11.1.2 Basic Concepts of the Poisson Process
▪ 11.1.3 Merging and Splitting Poisson Processes
▪ 11.1.4 Nonhomogeneous Poisson Processes
▪ 11.1.5 Solved Problems
◦ 11.2 Discrete-Time Markov Chains
▪ 11.2.1 Introduction
▪ 11.2.2 State Transition Matrix and Diagram
▪ 11.2.3 Probability Distributions
▪ 11.2.4 Classification of States
▪ 11.2.5 Using the Law of Total Probability with Recursion
▪ 11.2.6 Stationary and Limiting Distributions
▪ 11.2.7 Solved Problems
◦ 11.3 Continuous-Time Markov Chains
▪ 11.3.1 Introduction
▪ 11.3.2 Stationary and Limiting Distributions
▪ 11.3.3 The Generator Matrix
▪ 11.3.4 Solved Problems
◦ 11.4 Brownian Motion (Wiener Process)
▪ 11.4.0 Brownian Motion (Wiener Process)
▪ 11.4.1 Brownian Motion as the Limit of a Symmetric Random Walk

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▪ 1.4.2 Definition and Some Properties

▪ 11.4.3 Solved Problems
◦ 11.5 Problems
▪ 11.5.0 End of Chapter Problems
• 12 Introduction to Simulation Using MATLAB
• 13 Introduction to Simulation Using R
• 14 Recursive Methods
• Appendix
◦ Some Important Distributions
◦ Review of the Fourier Transform
• Bibliography

Introduction to Probability by Hossein Pishro-Nik is licensed under a Creative Commons Attribution-

NonCommercial-NoDerivs 3.0 Unported License

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