Tssp-2024-25 — различия между версиями

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(не показано 10 промежуточных версии этого же участника)
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== What-about ==
 
== What-about ==
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Course [https://github.com/bdemeshev/hse_panda_metrics_2024_2025/raw/main/whitepaper.pdf whitepaper]
  
 
=== Course goals ===
 
=== Course goals ===
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== Grading ==
 
== Grading ==
  
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Stochastic Processes = 0.35 Halloween Exam + 0.40 Ded Moroz Exam + 0.25 Home Assignments
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Time Series Analysis = 0.30 Mimoza Exam + 0.45 Sakura Exam + 0.25 Home Assignments
  
 
=== Home assignments ===
 
=== Home assignments ===
  
[ Home assignments :)]
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[https://github.com/bdemeshev/hse_panda_tssp_2024_2025/raw/main/home_assignments/home_assignments.pdf Home assignments :)]
  
 
Home assignments have equal weights. You have 4 honey weeks for the whole year.
 
Home assignments have equal weights. You have 4 honey weeks for the whole year.
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== Samurai diary ==
 
== Samurai diary ==
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Lecture slides and class [https://github.com/bdemeshev/hse_panda_tssp_2024_2025/tree/main/course_notes notes]
  
 
2024-09-
 
2024-09-
  
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=== Classes  ===
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Class [https://e.pcloud.link/publink/show?code=kZDCKPZ6dPB3lXGHrhUzqeC7wkVfyaLsAq7 video recordings]
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2024-09-06: First step analysis, problem 1.1 from [https://github.com/bdemeshev/stochastic_pro/raw/main/stochastic_pro.pdf StoPro].
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More on first step analysis: section 2.7.2 in [https://projects.iq.harvard.edu/stat110/home In2Pro]
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2024-09-13: First step analysis, problems  from [https://github.com/bdemeshev/stochastic_pro/raw/main/stochastic_pro.pdf StoPro].
  
 
== Sources of Wisdom ==
 
== Sources of Wisdom ==
  
 
[https://github.com/bdemeshev/stochastic_pro/raw/main/stochastic_pro.pdf StoPro]: Problems in Stochastic Processes
 
[https://github.com/bdemeshev/stochastic_pro/raw/main/stochastic_pro.pdf StoPro]: Problems in Stochastic Processes
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[https://projects.iq.harvard.edu/stat110/home In2Pro]: Blitstein, Hwang, Introduction to probability.
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[https://aditya-sengupta.github.io/expository/markovtex.pdf MarkovTex]: Representing Markov Chains in Latex.
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[https://www.statslab.cam.ac.uk/~rrw1/markov/M.pdf Mchains] Cambridge lectures on Markov chains.
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[https://www.stat.berkeley.edu/~aldous/150/takis_exercises.pdf Takis]: Takis Konstantinopulos, One hundred solved exercises on Markov chains.

Текущая версия на 12:52, 18 сентября 2024

What-about

Course whitepaper

Course goals

侍には目標がなく道しかない [Samurai niwa mokuhyō ga naku michi shikanai]

A samurai has no goal, only a path.

Telegram chat

Grading

Stochastic Processes = 0.35 Halloween Exam + 0.40 Ded Moroz Exam + 0.25 Home Assignments

Time Series Analysis = 0.30 Mimoza Exam + 0.45 Sakura Exam + 0.25 Home Assignments

Home assignments

Home assignments :)

Home assignments have equal weights. You have 4 honey weeks for the whole year.

Exams

Past exams

Samurai diary

Lecture slides and class notes

2024-09-


Classes

Class video recordings

2024-09-06: First step analysis, problem 1.1 from StoPro.

More on first step analysis: section 2.7.2 in In2Pro

2024-09-13: First step analysis, problems from StoPro.

Sources of Wisdom

StoPro: Problems in Stochastic Processes

In2Pro: Blitstein, Hwang, Introduction to probability.

MarkovTex: Representing Markov Chains in Latex.

Mchains Cambridge lectures on Markov chains.

Takis: Takis Konstantinopulos, One hundred solved exercises on Markov chains.