Introduction to probability theory with an emphasis on the multivariate case. Includes random vectors, random processes, Markov chains, limit theorems, and related mathematics such as metric spaces, measure theory, and integration.
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Guy Lebanon is an associate professor of computing at the Georgia Institute of Technology and a visiting scientist at Google. His main research areas are statistical machine learning, computational statistics, and information visualization. Before coming to Georgia Tech, Dr. Lebanon was an assistant professor of statistics and electrical and computer engineering at Purdue University. He received his PhD in 2005 from Carnegie Mellon University and BA, and MS degrees from Technion - Israel Institute of Technology. Dr. Lebanon has authored over 50 refereed publications. He is the program co-chair of the 2012 ACM CIKM Conference, and guest editor of Data Mining and Knowledge Discovery journal. He received the NSF CAREER Award, the Yahoo Faculty Research and Engagement Award, and is a Siebel Scholar.
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