Unless otherwise noted, links are to my write-ups of these lectures, in which (W) means there's a Wikipedia entry on the italicized phrase.
Th 8/25: Everyday perception of chance.
Tu 8/30: Coding and entropy.
Th 9/1: Prediction markets, fair games and martingales.
Tu 9/6: Stock Market investment, as gambling on a favorable game.
Th 9/8: Risk to individuals: perception and reality.
Tu 9/13: Mixing and sorting.
Th 9/15: Student talks
Tu 9/20: Student talks
Th 9/22: Student talks
Tu 9/27: Some examples and suggestions for course projects
Th 9/29: Tipping points and phase transitions.
Tu 10/4: The local uniformity principle.
Th 10/6: Psychology of probability: predictable irrationality.
The link is just suggestions for reading; lecture content taken from the paper
Cognitive biases potentially affecting judgment of global risks by Eliezer Yudkowsky.
Tu 10/11: Branching processes,
advantageous mutations and epidemics. Also the paper A comparative analysis of
influenza vaccination programs by Bansal et al.
Th 10/13: From neutral alleles to diversity statistics.
Tu 10/18:
Global economic risks.
My write-up is a summary of some materials from
Future Global Shocks
and from
Global Risks
2011.
Th 10/20: Probability and algorithms. I will say a few words
from Comparing information without leaking it,
then at 4.00pm we go to 60 Evans
to hear Avi Wigderson talk on
The power and weakness of randomness (when you are short on time).
Tu 10/25: Game theory. Write-up is just summary, but part of class discussed the paper
Evolution of direct reciprocity under uncertainty can
explain human generosity in one-shot encounters.
Th 10/27: Size-biasing, regression effect
and dust-to-dust phenomena.
Tu 11/1: Luck.
I referred to the paper
The Belief in Good Luck Scale by
Peter R. Darke and Jonathan L. Freedman.
Th 11/3: So what do I do in my own research?.
The lecture uses these slides and is based
on
this paper.
Tu 11/8: Coincidences, near misses and
one-in-a-million chances.
Th 11/10: Toy models of social networks. No write-up; part from
Social Networks and the Diffusion of Economic Behavior by
Matthew O. Jackson and Leeat Yariv.
Tu 11/15: Science fiction meets science. No write-up; material from the books
Where is Everybody? and
Global Catastrophic Risks
and the paper The Great Filter.
Th 11/17: Student talks
Tu 11/22: Student talks
Tu 11/29: Student talks
Th 12/1: Student talks
Tu 12/6: Student talks
Th 12/8: Student talks
W 9/3 and F 9/5: Topics from this write-up. Thumbtacks, coin-tossing, Persi's conjecture, fine-grain principle, local uniformity principle; predictions from local uniformity principle, asteroid near-misses.
M 9/8: Benford's law. Mixing physical objects. Experiment 1.
W 9/10: Mathematics of card shuffling (write-up is sketchy).
F 9/12: Endowment effect, risk aversion in games of chance,
failure of invariance. Experiment 2.
M 9/15: Anchoring, Probability matching,
conservatism and base rate discounting, conjunction fallacy (write-up is very sketchy).
W 9/17 and F 9/19: The long term and the Kelly criterion;
one safe and one risky asset..
M 9/22: mean-variance analysis.
W 9/24: Coincidences in Wikipedia.
F 9/26 Lester Mackey
will talk about his work on the Netflix Prize project.
M 9/29: Student talks
W 10/1: Student talks
F 10/3: Student talks
M 10/6: Student talks
W 10/8 : Normal approximation for data - is it realistic?
F 10/10 : Categorical data with many categories. And just for fun,
Washington Scandals and Baby Names
M 10/13 and W 10/15: Genetics: not paint mixing, advantageous mutations,
just-supercritical Galton-Watson process, phase transitions and scaling laws.
F 10/17 : Neutral theory, Wright-Fisher model,
diversity formula, time to MRCA.
M 10/20 : Coding as compression or encryption;
asymptotic equipartition property.
W 10/22 : Entropy as optimal coding rate.
Lempel-Ziv algorithms.
F 10/24 : Language trees and zipping
with critique and rejoinder.
And Coincidences and near-misses.
M 10/27 : Size-biasing and
Social Networks and the Diffusion of Economic Behavior.
W 10/29 : Network models;
overview and specified degree distribution.
F 10/31 : Epidemic and product adoption models over
social networks..
M 11/3 : A comparative analysis of influenza vaccination programs.
W 11/5 : Topics from Global Catastrophic Risks; supervolcanos and
Evidence for cometary bombardment episodes.
F 11/7 : [no class]
M 11/10 : Can you visualize a 1 in a million chance?
W 11/12 : Game theory and evolutionary dynamics. Prisoners dilemma,
Hawk-Dove, battle of the sexes [from Haigh].
F 11/14 :
Streaky hitting in baseball.
M 11/17 :
A Brownian Motion Model for the Progress of Sports Scores and
On Probabilistic Excitement of Sports Games.
W 11/19 : Spatial random networks.
F 11/21 [no class]
M 11/24 Student talks
W 11/26 Student talks
M 12/1 Student talks
W 12/3 Student talks
F 12/5 Student talks
M 12/8 Student talks
[extra class] Tuesday 12/9, 4.00pm - 5.10pm. Student talks.
W 12/10 Student talks
When Can One Test an Explanation? Compare and Contrast Benford's Law and the Fuzzy CLT
The Great Filter, Branching Histories and Unlikely Events
1. Style of course. Risks: in everyday life [Ropeik-Gray] and specific to UCB. Psychology of risks [Nickerson] - are people rational or irrational?
2. Mixing and sorting: physical objects and computer algorithms. Card shuffling; riffle shuffle as inverse of a sorting algorithm. 1970 draft lottery; mixing business cards.
3. Sports (focused on later analogy with stock market). Two approaches to prediction: use previous match results or use individual player stats (fantasy leagues). (analogous to technical/fundamental analysis of stocks). Randomness within-game and randomness over a season. Regression analysis of latter.
4. Physical randomness and the fine-grain principle [my Chap 1 handout]. Cards, coin-tossing, Benford's law. Informationless priors and estimation of future durations . Griffiths-Tenenbaum paper; lifetime of Berlin Wall, Microsoft, Homo Sapiens.
5. Game theory. Rock-paper-scissors, GOPS, Swedish lottery. Hawk-Dove, battle of the sexes [from Haigh].
6. Psychology of probability. [Nickerson]. Examples of: anchoring; conservatism vs base rate discounting; invariance, domination, framing; probability-matching; endowment; conjunction fallacy.
7-8. Stock market. What is "market", "stock". Data on monthly returns. Competing explanations of why/how prices fluctuate. IID model and Kelly criterion. Rough examples in optimal stock-bond allocation. How small a day-day serial correlation could be exploited? Different forms of efficient market hypothesis.
9-11. Critial points and scaling laws. Physics analogy of freezing + boiling. Queueing and Galton-Watson branching processes as basic examples; calculation of their scaling exponents. Contact process. Use of Erdos-Renyi random graph as epidemic model. Self-organized criticality in epidemic/forest fire model.
12. Complex networks and random graphs. My MSRI slides plus chalk-talk on 3 basic properties and examples.
13. Transportation networks.
14. Algorithms: counting and sampling. Elementary examples, working up to Markov Chain Monte Carlo for number of c-colorings of a graph G.
15. Coding, randomness and entropy. Basic math theory, emphasising Asymptotic Equipartition Property. Shannon codes. Lempel-Ziv and language-tree paper.
16. Genetics. Illustrate by calculation of chance you're genetically related to a particular 10th generation ancestor.
17. What maintains genetic diversity?. Selective sweeps, neutral theory, Wright-Fisher; 1+ 4 theta formula.
18. Time since most recent common ancestor in constant-size or in growing populations. Significance of 150K years since mitichondrial Eve; and of 500K years since split with Neanderthal.
19. Phylogenetic trees. My talk on overhead slides.
20. Food webs. Predator-prey graph; connection with body size.
21. Probability and the law. SIDS case in U.K. Island problem [from Senn]. Aligning lawyer and client interest [Polinsky-Rubinfeld paper].