Stochastic analysis 2020 2021 — различия между версиями

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(не показано 9 промежуточных версии этого же участника)
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* O<sub>Exam</sub> for the final exam   
 
* O<sub>Exam</sub> for the final exam   
 
The formula for the final grade is  
 
The formula for the final grade is  
* O<sub>Final</sub> = 0.3*O<sub>HW</sub> + 0.3*O<sub>Mid-term</sub> + 0.4*O<sub>Exam</sub>
+
* O<sub>Final</sub> = 0.3*O<sub>HW</sub> + 0.3*O<sub>Mid-term</sub> + 0.4*O<sub>Exam</sub> + 0.1*O<sub>Bonus HW</sub>
 
with the usual (arithmetical) rounding rule.
 
with the usual (arithmetical) rounding rule.
  
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*[https://www.dropbox.com/s/9fd3l5vgw7g35jj/Copy%20of%20Stochastic%20analysis%20lecture%20notes.pdf?dl=0 Lectures on Markov chains]
 
*[https://www.dropbox.com/s/9fd3l5vgw7g35jj/Copy%20of%20Stochastic%20analysis%20lecture%20notes.pdf?dl=0 Lectures on Markov chains]
 
*[https://www.dropbox.com/s/psammzm24aji9cc/Seminar_14_11.pdf?dl=0 '''Seminar 14.11''']
 
*[https://www.dropbox.com/s/psammzm24aji9cc/Seminar_14_11.pdf?dl=0 '''Seminar 14.11''']
 +
*[https://www.dropbox.com/s/5qdd7686oqzr5f7/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D0%BD%D0%B0%D0%BB%D0%B8%D0%B7_%20%D0%BB%D0%B5%D0%BA%D1%86%D0%B8%D1%8F%207.pdf?dl=0 '''Lecture 21.11''']
 
*[https://www.dropbox.com/s/pu6o0z6822g798d/Seminar_21_11.pdf?dl=0 '''Seminar 21.11''']
 
*[https://www.dropbox.com/s/pu6o0z6822g798d/Seminar_21_11.pdf?dl=0 '''Seminar 21.11''']
 +
*[https://www.dropbox.com/s/ps4gxwuhhq7blej/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D0%BD%D0%B0%D0%BB%D0%B8%D0%B7_%20%D0%BB%D0%B5%D0%BA%D1%86%D0%B8%D1%8F%208.pdf?dl=0 '''Lecture 28.11''']
 +
*[https://www.dropbox.com/s/bt89nox8xb6tb25/Seminar_28_11.pdf?dl=0 '''Seminar 28.11''']
 +
*[https://www.dropbox.com/s/q20vaov6lm925oc/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D0%BD%D0%B0%D0%BB%D0%B8%D0%B7_%20%D0%BB%D0%B5%D0%BA%D1%86%D0%B8%D1%8F%209.pdf?dl=0 '''Lecture 05.12''']
 +
*[https://www.dropbox.com/s/eic0xrko14quuqv/Seminar_12_12.pdf?dl=0 '''Seminar 12.12''']
  
 
==Homeworks ==
 
==Homeworks ==
 
*[https://www.dropbox.com/s/k1adzfss7hdg39z/HW_1_stochan_2020.pdf?dl=0 '''Homework №1, deadline: 10.10.2020, 23:59''']
 
*[https://www.dropbox.com/s/k1adzfss7hdg39z/HW_1_stochan_2020.pdf?dl=0 '''Homework №1, deadline: 10.10.2020, 23:59''']
 
*[https://www.dropbox.com/s/pm9ffkzt66ax2lb/HW_2_stochan_2020.pdf?dl=0 '''Homework №2, deadline: 17.11.2020, 23:59''']
 
*[https://www.dropbox.com/s/pm9ffkzt66ax2lb/HW_2_stochan_2020.pdf?dl=0 '''Homework №2, deadline: 17.11.2020, 23:59''']
*[https://www.dropbox.com/s/o58unavut1lu4a5/HW_3_stochan_2020.pdf?dl=0 '''Homework №3, deadline: 08.12.2020, 23:59''']
+
*[https://www.dropbox.com/s/o58unavut1lu4a5/HW_3_stochan_2020.pdf?dl=0 '''Homework №3, deadline: 10.12.2020, 23:59''']
 +
*[https://www.dropbox.com/s/8drzo3o9z1pl3d8/HW_4_stochan_2020%20%281%29.pdf?dl=0 '''Homework №4 (bonus), deadline: 23.12.2020, 23:59''']
 +
 
 +
== Exam ==
 +
*[https://us02web.zoom.us/j/86598258441?pwd=bUtMdHhwQmFmVUVzQkR0SjMrTTRIQT09 '''Conference link''']
 +
*[https://www.dropbox.com/s/czer7y0jsgho7ir/Exam_stochan_2020.pdf?dl=0 '''Exam 23.12''']
  
 
==Midterm ==
 
==Midterm ==

Текущая версия на 11:18, 23 декабря 2020

Lecturers and Seminarists

Lecturer Naumov Alexey [anaumov@hse.ru] T924
Lecturer Belomestny Denis [dbelomestny@hse.ru] T926
Seminarist Samsonov Sergey [svsamsonov@hse.ru] T926

About the course

This page contains materials for Stochastic Analysis course in 2020/2021 year, mandatory one for 1st year Master students of the Statistical Learning Theory 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 HW

with the usual (arithmetical) rounding rule.

Table with grades

Lectures and Seminars

Homeworks

Exam

Midterm

Midterm will take place on Saturday, 07.11.2020, at 11:10. You are allowed to use your lectures and seminar notes, or any other notes or books, but NOT the laptops, mobile phones and other devices. Midterm will take 1.5 hours and it will contain 6 problems. Solving any 5 of them will give you the maximal grade.

Recommended literature (1st term)