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Last updated on: Thu Oct 01 05:49:13 IST 2026

Probability II (BSDS 2nd year, 2026)


Probability II (BSDS 2nd year, 2026)

1. Probability II (BSDS 2nd year, 2026)

URL: https://arnabc74.github.io/BSDSprob2_2026/
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The second assignment is out. Submission deadline is Oct 09, 2026.

1.1. Class notes

  1. Motivation behind probability
  2. Transformation of random vectors using Jacobian
  3. Expectation and variance of random vectors
  4. Sampling distributions of normal mean and variance
  5. Probability generating function (PGF)
  6. Some inequalities
  7. Borel-Cantelli lemmas
  8. Convergence of random variables
  9. Convergence of expectations
  10. Miscellaneous tools
  11. Characteristic function (CF)

1.2. Projects

Each of the following project is a group project to be done by around 5 students each. Each project will be done by multiple groups. Each group does one project. Groups shown with ✓ are already confirmed. The other groups are created arbitrarily by me (and open to negotiation until 20th Sep, 2026).
  1. Box-Muller transform and other related simulation techniques
    Topics to be covered: Box-Muller transform with proof, inverse CDF method, rejection sampling. You must actually write some code to implement these techniques and show the code and run it to produce output during the presentation.
    Resource: Just Google search would give you enough material.
  2. Face recognition using eigenanalysis (computational aspect, moderate).
    Topics to be covered: Explain how eigenvalues and eigenvectors help to find the directions and amounts of scatter. Explain image data. You must actually write some code to implement these techniques and show the code and run it to produce output during your presentation.
    Resource: See this youtube playlist. Also you can download a relevant data set from here.
  3. Count-min sketch to approximate frequencies from an input stream.
    Topics to be covered: Explain hash functions as blackboxes mentioning just the statistical properties you will use. Explain the problem scenario. Explain the technique with an example. Show how Markov inequality is used. No need to code anything.
    Resource: This page contains expository articles on the topic.
  4. BJKST algorithm for counting distinct elements from an input stream.
    Topics to be covered: Explain hash functions as blackboxes mentioning just the statistical properties you will use. Explain the problem scenario. Explain the technique with an example. Show how Markov inequality is used. No need to code anything.
    Resource: This github page contains some python code using this algo for counting words in a file. Here is a more mathematical exposition.
  5. Showing almost every number is a normal number.
    Topics to be covered: Define normal numbers. Give an example. State the result. Prove it.
    Resource: This paper provides useful information.
  6. Showing that a random walk in 3D may not return.
    Topics to be covered: Define 3D random walk. Clearly define the result to be proved. Prove it. Contrast with lower dimensional cases (which need not be proved).
    Resource: This video will give a flavour of random walk. But don't get carried away by all the information provided there. Keep your focus on a rigourous proof.
These are more like elaborate assignments than projects demanding original research. You are welcome to discuss the projects among yourselves. All the projects will be introduced during the lectures at appropriate time points.

1.3. Instructor and TAs

Instructor: Arnab Chakraborty (arnabc74 at gmail)

TA for Kolkata: Debanjan Bhattacharjee (debanjanbhattacharjee2002 at gmail)

TA for Delhi: Sumangal Bhattacharya (sumangalbisi82 at gmail)

TA for Bangalore: Sayan Roy (rs_math2404 at isibang)

1.4. Marks distribution

1.5. References

The class notes constitute the main reference. It is based on many sources including the following books: Unfortunately, to my knowledge, there is no textbook just suitable for this course. The first two books mentioned above are the closest from the easier side. They, however, do not mention many of the advanced topics included in our syllabus. The last two books do mention them, but contain way too much discussion and are written at a level much higher than the present course.

In short: the class notes are your best reference!