Markov Chains — различия между версиями
Материал из Wiki - Факультет компьютерных наук
(Новая страница: «== Lecturers and Seminarists == {| class="wikitable" style="text-align:center" |- || Lecturer || [https://www.hse.ru/staff/anaumov Naumov Alexey ] || [anaumov@hs…») |
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== Lectures and Seminars == | == Lectures and Seminars == | ||
| − | *[https://www. | + | *[https://www.overleaf.com/9489127129cmhvpvfjnkdd '''Link to course materials in overleaf'''] |
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==Homeworks == | ==Homeworks == | ||
| − | *[https:// | + | *[https://disk.yandex.ru/i/qD_CQiDVxIqo2A Homework #1, deadline: 29.01.23, 23:59] |
| − | *[https:// | + | *[https://disk.yandex.ru/i/-TY-cqmLBBkkWw Homework #2, deadline: 12.03.23, 23:59] |
| − | *[https:// | + | *[https://disk.yandex.ru/i/2prtmHdr-KDXsA Homework #3, deadline: 30.03.23, 23:59], [https://colab.research.google.com/drive/1lB3b4Mid6rrTwjBl1BR5d4Cp6xq13ck6?usp=sharing Collab notebook] |
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== Exam == | == Exam == | ||
| − | + | Exam will take place on Saturday, 01.04.2023. Exam is organised at room TBD. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted. | |
| − | *[https:// | + | |
| + | *[https://disk.yandex.ru/i/YWdcDMA1DNm_TA List of exam questions] | ||
==Midterm == | ==Midterm == | ||
| − | Midterm will take place on Saturday, | + | Midterm will take place on Saturday, 21.01.2023. Midterm is organised at T926. Please split into 2 groups: first group starts exam at 09:00, second group starts at 11:00. You can book an exam slot below. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted. |
| − | *[https:// | + | |
| + | *[https://disk.yandex.ru/i/5Bb0GVXctY-gAw List of midterm qustions] | ||
| + | *[https://docs.google.com/spreadsheets/d/1TddbWGqyxmFc-tT8b2JVSu_JwqZsGdPAmOI0WzIhJ6I/edit?usp=sharing Link to exam slots] | ||
== Recommended literature (1st term) == | == Recommended literature (1st term) == | ||
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*https://link.springer.com/book/10.1007%2F978-3-319-97704-1 - book by E. Moulines et al, you are mostly interested in chapters 1,2,7 and 9 (book is accessible for download through HSE network) | *https://link.springer.com/book/10.1007%2F978-3-319-97704-1 - book by E. Moulines et al, you are mostly interested in chapters 1,2,7 and 9 (book is accessible for download through HSE network) | ||
*https://link.springer.com/book/10.1007%2F978-3-319-62226-2 - Stochastic Calculus by P. Baldi, good overview of conditional probabilities and expectations (part 4, also accessible through HSE network) | *https://link.springer.com/book/10.1007%2F978-3-319-62226-2 - Stochastic Calculus by P. Baldi, good overview of conditional probabilities and expectations (part 4, also accessible through HSE network) | ||
| − | *https:// | + | *https://elearning.unimib.it/pluginfile.php/583708/mod_resource/content/1/1-conditional-law.pdf - Probability kernels and (regular) conditional probabilities, to the first lecture. |
Текущая версия на 22:51, 22 марта 2023
Содержание
Lecturers and Seminarists
| Lecturer | Naumov Alexey | [anaumov@hse.ru] | T924 |
| Seminarist | Samsonov Sergey | [svsamsonov@hse.ru] | T926 |
About the course
This page contains materials for Markov Chains course in 2022/2023 year, mandatory one for 1st year Master students of the MML program (HSE and Skoltech).
Grading
The final grade consists of 3 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :
- OHW for the hometasks
- OMid-term for the midterm exam
- OExam for the final exam
The formula for the final grade is
- OFinal = 0.3*OHW + 0.3*OMid-term + 0.4*OExam + 0.1*OBonus
with the usual (arithmetical) rounding rule.
Lectures and Seminars
Homeworks
- Homework #1, deadline: 29.01.23, 23:59
- Homework #2, deadline: 12.03.23, 23:59
- Homework #3, deadline: 30.03.23, 23:59, Collab notebook
Exam
Exam will take place on Saturday, 01.04.2023. Exam is organised at room TBD. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted.
Midterm
Midterm will take place on Saturday, 21.01.2023. Midterm is organised at T926. Please split into 2 groups: first group starts exam at 09:00, second group starts at 11:00. You can book an exam slot below. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted.
Recommended literature (1st term)
- http://www.statslab.cam.ac.uk/~james/Markov/ - Cambridge lecture notes on discrete-time Markov Chains
- https://link.springer.com/book/10.1007%2F978-3-319-97704-1 - book by E. Moulines et al, you are mostly interested in chapters 1,2,7 and 9 (book is accessible for download through HSE network)
- https://link.springer.com/book/10.1007%2F978-3-319-62226-2 - Stochastic Calculus by P. Baldi, good overview of conditional probabilities and expectations (part 4, also accessible through HSE network)
- https://elearning.unimib.it/pluginfile.php/583708/mod_resource/content/1/1-conditional-law.pdf - Probability kernels and (regular) conditional probabilities, to the first lecture.
