Stochastic analysis 2019 2020 — различия между версиями
Материал из Wiki - Факультет компьютерных наук
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*[https://www.dropbox.com/s/aim9ykmalkb0n2f/Stochastic%20analysis%20lecture%20notes%202.pdf?dl=0 '''Lecture 21.09'''] | *[https://www.dropbox.com/s/aim9ykmalkb0n2f/Stochastic%20analysis%20lecture%20notes%202.pdf?dl=0 '''Lecture 21.09'''] | ||
*[https://www.dropbox.com/s/lhbskyi6rh7rkb2/Stochastic%20analysis%20lecture%20notes%203.pdf?dl=0 '''Lecture 28.09'''] | *[https://www.dropbox.com/s/lhbskyi6rh7rkb2/Stochastic%20analysis%20lecture%20notes%203.pdf?dl=0 '''Lecture 28.09'''] | ||
| + | *[https://www.dropbox.com/s/btdw5o73q7aqve0/Stochastic%20analysis%20lecture%20notes%204.pdf?dl=0 '''Lecture 05.10'''] | ||
| + | *[https://www.dropbox.com/s/guwebejyhyn5ymj/Stochastic%20analysis%20lecture%20notes%205-6.pdf?dl=0 '''Lecture 12.10'''] | ||
*[https://chi-feng.github.io/mcmc-demo/ '''MCMC-demo'''] | *[https://chi-feng.github.io/mcmc-demo/ '''MCMC-demo'''] | ||
Версия 17:39, 13 октября 2019
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 Stochastic Analysis course in 2019/2020 year, mandatory one for 1st year master students of Statistical Learning Theory program (HSE and Skoltech).
Grading formula
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
with the usual (arithmetical) rounding rule.
Lectures
Seminars
- To be filled
Hometasks
- Homework № 1, deadline - 12.10.2019, 23:59
Grades and results
- To be filled
Recommended literature
- To be filled
