Stochastic processes and applications DSBA 2025/2026 — различия между версиями
Bdemeshev (обсуждение | вклад) |
Bdemeshev (обсуждение | вклад) |
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[https://github.com/bdemeshev/hse_panda_stochastic_2025_fall/raw/main/home_assignments/home_assignments.pdf Home assignments!] | [https://github.com/bdemeshev/hse_panda_stochastic_2025_fall/raw/main/home_assignments/home_assignments.pdf Home assignments!] | ||
| − | Almost surely every week a new home assignment will be published. You are not required to hand in the HA, but next class will include a quiz with one or two problems extremely similar to the HA. Once during the HA will be in the form of a computer assisted project. At the end of the course you have 5 honey pots: a right to rewrite 5 missed or badly written quizzes. | + | Almost surely every week a new home assignment will be published. You are not required to hand in the HA, but next class will include a quiz with one or two problems extremely similar to the HA. Once during the course HA will be in the form of a computer assisted project. At the end of the course you have 5 honey pots: a right to rewrite 5 missed or badly written quizzes. |
[https://github.com/bdemeshev/tssp_exams/raw/main/tssp_exams.pdf Past exams] | [https://github.com/bdemeshev/tssp_exams/raw/main/tssp_exams.pdf Past exams] | ||
Версия 17:58, 2 сентября 2025
Содержание
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.
Course whitepaper
Telegram chat (не берёт на парковке)
Hand made videos with love!
Home assignments, exams and grading
Stochastic Processes = 0.35 Halloween Exam + 0.40 Ded Moroz Exam + 0.25 Home Assignments
Almost surely every week a new home assignment will be published. You are not required to hand in the HA, but next class will include a quiz with one or two problems extremely similar to the HA. Once during the course HA will be in the form of a computer assisted project. At the end of the course you have 5 honey pots: a right to rewrite 5 missed or badly written quizzes.
Samurai diary: Stochastic Process
2025-09-02, lecture 1: Rules of the game, definition of a Markov chain, Chapman-Kolmogorov equations, calculation of n-step transition probabilities, failed attempt to discuss first step analysis. Check 1.1-2.1 from Mchains
Classes
2025-09-06, class 1:
Sources of Wisdom
StoPro: Problems in Stochastic Processes
In2Pro: Blitstein, Hwang, Introduction to probability.
Mchains Cambridge lectures on Markov chains.
MarkovTex: Representing Markov Chains in Latex.
Takis: Takis Konstantinopulos, One hundred solved exercises on Markov chains.
Convergence modes review from Cornell university
Convergence modes: Saravan Vijayakumaran, convergence modes with examples
ts2010: Aad van der Vaart, Time Series course with hardcore math
Past course iterations: 2024-2025, 2023-2024, 2022-2023, 2021-2022, 2020-2021.
