This course introduces the mathematical background necessary to understand, design, and effectively deploy AI systems. It focuses on four key areas of mathematics: (1) linear algebra, which enables describing, storing, analyzing and manipulating large-scale data; (2) optimization theory, which provides a framework for training AI systems; (3) probability and statistics, which underpin many machine learning algorithms and systems; and (4) numerical analysis, which illuminates the behavior of mathematical and statistical algorithms when implemented on computers.

This course introduces sample spaces and events, axioms of probability, counting techniques, conditional probability and independence, distributions of discrete and continuous random variables, joint distributions (discrete and continuous), the central limit theorem, descriptive statistics, interval estimation, and applications of probability and statistics to real-world problems. A statistical package such as Minitab or R is used for data analysis and statistical applications.

Credit will be assigned at the discretion of the department. A written proposal of the work involved will be required of the candidate, and may be modified at the discretion of the faculty involved before approval is given to proceed.