G80.2207/G89.2211, Fall Semester, 2008

Mathematical Tools for Cognitive and Neural Science

Instructors: Nathaniel Daw & Eero Simoncelli
Teaching Assistant: Deep Ganguli (dganguli AT cns DOT nyu DOT edu)
Lectures: Monday/Wednesday, 9:10-10:55am
Location: Meyer Hall (4 Washington Place), Rm. 809

Brief Description

A graduate course covering basic mathematical techniques for analysis and modeling of cognitive and neural data and systems. This course, first introduced in Spring of 1999, became a requirement for CNS doctoral students in 2000, and for Psychology doctoral students in the Cognition and Perception track in 2008. Topics include: Linear algebra, least-squares and total-least-squares regression, eigen-analysis and PCA, linear shift-invariant systems, convolution, Fourier transforms, Nyquist sampling, basics of probability and stastistics, estimation and decision theory, hypothesis testing, model comparison, bootstrapping, models of neural spike generation, white noise (reverse-correlation) analysis, generalized linear models.

Schedule / Handouts

Date Topic Handouts Homework
Wed, Sep 3
(Eero)
Linear Algebra I: vectors, inner products Course Description (pdf)
Background Poll (pdf)
Linear Algebra handout (pdf)
 
Fri, Sep 5
3:30-5:30, rm 460
Matlab session I: interpreter, syntax, basic commands, plotting Matlab Primer (pdf)
(also, see links below)
hw1 (pdf),
due 12 Sep
Mon, Sep 8
(Eero)
Linear Algebra II: linear systems, matrices, orthogonal transforms    
Wed, Sep 10
(Eero)
Linear Algebra III: diagonal matrices, SVD    
Mon, Sep 15
(Eero/Nathaniel)
Linear Algebra IV: nullspaces, inverses
Intro to Trichromacy
   
Tue, Sep 16
3:30-5:30, rm 460
Matlab session II: loops, scripts, functions, recursion   hw2 (pdf),
due 23 Sep
Wed, Sep 17
(Nathaniel)
Trichromacy   hw3 (pdf),
mat files: colmatch, mtxExamples
due 1 Oct
Mon, Sep 22
(Nathaniel)
Regression I: least-squares data fitting Least Squares handout (pdf)  
Wed, Sep 24
(Nathaniel)
Regression II: linear constraints    
Mon, Sep 29
(Nathaniel)
Regression III: Total least squares, quadratic constraints    
Wed, Oct 1
(Eero)
Elliptical geometry of TLS regression    
Mon, Oct 6
(Eero)
Principal Component Analysis, Eigenvectors   hw4 (pdf),
mat files: regress1, regress2, wtdDataSet, PCA, outlierData, constrainedLS
due 20 Oct
Wed, Oct 8
(Eero)
Intro to linear shift-invariant systems  
Mon, Oct 13 No Class (Columbus day holiday)  
Wed, Oct 15
(Deep)
LSI systems and sinusoids
The Fourier Transform
 
Mon, Oct 20
(Eero)
The Convolution theorem  


Additional Resources

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