ECE 561: Statistical Inference for Engineers and Data Scientists
(aka Detection and Estimation), Spring 2026

Class time and place: 11:00 - 12:20 TR in Room 2013 ECEB (in-person only)


Instructor: Prof. V. V. Veeravalli. 315 CSL, vvv at illinois dot edu, 333-0144
Office Hours: Tuesdays 4PM - 5PM on Zoom. Zoom Coordinates.

Teaching Assistant: TBA

Announcements

Homework Assignments and Exams

Note: Please submit your homework assignments on Gradescope. Scan your handwritten solutions into a pdf file to submit. At the time of submission please don't forget indicate which page/s contain the answers to each of the questions.

Lecture Notes, Videos, Handouts

Course Details

Syllabus: Statistical inference for engineers and data scientists: fundamental principles of statistical decision theory and their application to hypothesis testing and estimation; classical optimality criteria for decision rules; computationally efficient implementations; sequential decision-making; performance analysis; asymptotic properties and performance of decision rules. Prerequisite: ECE 534.

Textbook: P. Moulin and V.V. Veeravalli. Statistical Inference for Engineers and Data Scientists. Cambridge University Press, 2019. Errata list .

References reserved in Grainger Library:
621.3822 L579p Levy, B.; Principles of Signal Detection and Parameter Estimation
621.38043P791I1994 Poor, H. V.; Introduction to Signal Detection and Estimation 2nd ed.
621.38153V36d - Vol. 1 Van Trees, H. L.; Detection, Estimation, and Modulation Theory
621.3822K46f Kay, Steven M.; Fundamentals of Statistical Signal Processing: Estimation Theory v.2
621.3822k46fv.1 Kay, Steven; Fundamentals of Statistical Signal Processing v.1
519.5l52t1997 Lehmann, E.L.; Testing Statistical Hypotheses 2nd ed.
620W84S1985 Wong, E./Hajek, B.; Stochastic Processes in Engineering Systems

Exams, homework, grading, etc.:

• Homework (H) problems will be assigned on a (approx.) fortnightly basis and be submitted via Gradescope . Collaboration on the homework is permitted, however each student must write and submit independent solutions. No late homework will be accepted (unless an extension is granted in advance by the instructor).
  
• There will be two mid-term exams and one final exam. The first midterm exam (M1) will be held in the beginning of March, and the second midterm exam (M2) at the end of April. The date and time of the final exam (F) are currently 7:00-10:00 p.m., Thursday, May 14 as per the Office of the Registrar.
  
• Your course grade will be determined by your performance in H, M1, M2 and F, according to the formula:
  
  Score = .1H + max{.35M1 + .25M2 +.4F, .25M1 + .35M2 + .4F, .25M1+.25M2+.5F},
  
  where H, M1, M2 and F are normalized to 100.