582421 Randomized algorithms (draft 1 March 2011)

Principal theme Prerequisite knowledge Approaches the learning objectives Reaches the learning objectives Deepens the learning objectives
Basic techniques for randomized algorithms
  • applies the most important principles of algorithm design (Design and analysis of algorithms)
  • describes basic examples of the main paradigms for randomized algorithms: Monte Carlo, Las Vegas, fingerprinting, load balancing, symmetry breaking
  • applies the main paradigms to design randomized solutions to simple algorithmic problems
  • analyses the performance of randomised algorithms based on models seen on the course
  • solves difficult algoritmic problems with randomization
  • uses a large variety of tools to analyse randomized algorithms
Deviation bounds
  • basic properties of discrete random variables
  • applies Markov's and Chebyshev's inequalities and Chernoff bounds in simple situations
  • explain the use of deviation bounds in more complicated situations familiar from the course
  • derives Chernoff bounds
  • applies deviation bounds in deriving and analysing new non-trivial algorithms
Probabilities and combinatorics
  • basic properties of discrete random variables
  • applies the balls and urns model to simple random processes
  • uses the Poisson approximation to analyse balls and urns models
  • uses the probabilistic method for simple combinatorial existence proofs
  • proves the basic properties of the Poisson approximation
  • derandomises probabilistic existence proofs to obtain deterministic algorithms
  • proves simple threshold properties in random graphs
  • applies the balls and urns model to analyse complicated situations
Markov chains
  • basic probability theory
  • models random systems as Markov chains
  • explains the basic concepts of Markov chains
  • finds the stationary distribution of a simple Markov chain and uses it to analyse the behaviour of the system
  • applies random walks in designing algorithms
  • designs and analyses Markov chain Monte Carlo methods based on examples seen on the course
  • uses Markov chain Monte Carlo in real-world applications
Continuous random variables
  • basic properties of continuous random variables
  • models random systems as Poisson processes and applies basic properties of Poisson processes to analyse them
  • models random systems as continuous time Markov chains
  • solves the stationary distribution of a simple continuous time Markov chain and uses it to analyse the  system
  • uses Poisson processes and Markov chains to analyse complicated continuous time systems
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Additional information: 
The course may in the future be split into two parts, Randomized algorithms I and Randomized Algorithms II. The first part will cover the first three principal themes and the second part the remaining two principal themes.
10.03.2011 - 16:15 Jyrki Kivinen
01.03.2011 - 06:48 Jyrki Kivinen