Tssp-2024-25 — различия между версиями
Bdemeshev (обсуждение | вклад) |
Bdemeshev (обсуждение | вклад) |
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| (не показаны 3 промежуточные версии этого же участника) | |||
| Строка 13: | Строка 13: | ||
== Grading == | == 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 === | ||
| Строка 25: | Строка 28: | ||
== Samurai diary == | == Samurai diary == | ||
| + | |||
| + | Lecture slides and class [https://github.com/bdemeshev/hse_panda_tssp_2024_2025/tree/main/course_notes notes] | ||
2024-09- | 2024-09- | ||
| Строка 48: | Строка 53: | ||
[https://www.statslab.cam.ac.uk/~rrw1/markov/M.pdf Mchains] Cambridge lectures on Markov chains. | [https://www.statslab.cam.ac.uk/~rrw1/markov/M.pdf Mchains] Cambridge lectures on Markov chains. | ||
| + | |||
| + | [https://www.stat.berkeley.edu/~aldous/150/takis_exercises.pdf Takis]: Takis Konstantinopulos, One hundred solved exercises on Markov chains. | ||
Версия 12:52, 18 сентября 2024
Содержание
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 have equal weights. You have 4 honey weeks for the whole year.
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.
