Stochastic analysis 2021 2022 — различия между версиями

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== Lectures ==
 
== Lectures ==
 
*[https://www.dropbox.com/s/xvf1x6v2frm3k9c/Seminar_11_09_stochan.pdf?dl=0 '''Lecture 11.09''']
 
*[https://www.dropbox.com/s/xvf1x6v2frm3k9c/Seminar_11_09_stochan.pdf?dl=0 '''Lecture 11.09''']
 +
*[https://www.dropbox.com/s/ejpfy7b2fl1yhq9/Stochastic%20Analysis%20Poincare%20Inequality_old.pdf?dl=0 '''Lecture 27.11''']
 
*[https://www.dropbox.com/s/6c9yw85h2kz2eag/Stochastic%20Analysis%20Poincare%20Inequality.pdf?dl=0 '''Lecture 11.12''']
 
*[https://www.dropbox.com/s/6c9yw85h2kz2eag/Stochastic%20Analysis%20Poincare%20Inequality.pdf?dl=0 '''Lecture 11.12''']
  

Версия 23:34, 15 декабря 2021

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 2021/2022 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

Seminars

Homeworks

Exam

Midterm

Midterm will take place on Saturday, 13.11.2020, at 11:00. Midterm is open-book, all materials are allowed. Midterm will take 3 hours and it will contain 6 problems. Solving any 5 of them will give you the maximal grade.

Recommended literature (1st term)