Stochastic analysis 2021 2022 — различия между версиями

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м (Откат правок Seosky (обсуждение) к версии Svsamsonov)
 
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Segeralah Mendaftar langsung di
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== Lecturers and Seminarists ==
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* [https://macanplay.net/ Macanslot]
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* [https://paradox3d.net/ InaTogel]
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{| class="wikitable" style="text-align:center"
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* [https://macanwin.net/ QqMacan]
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|-
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* [https://lechers.cc/ RoyalToto]
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|| Lecturer || [https://www.hse.ru/staff/anaumov Naumov Alexey ] || [anaumov@hse.ru] || T924
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* [https://xenogames.net/ JayaTogelUp]
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|-
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* [https://eeooii.info/ Raja Slot4D]
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|| Seminarist || [https://www.hse.ru/org/persons/219484540 Samsonov Sergey] || [svsamsonov@hse.ru] || T926
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* [https://139.180.153.95/ Raja Slot4D]
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|-
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* [https://209.58.183.93/ JayaTogelUp]
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|}
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* [https://ronin138.com/ Ronin138]
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* [https://addicthealious.website/ slot 4d]
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== About the course ==
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* [https://18.142.23.191/ Macan Slot]
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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).
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* [https://royaltotopedia.com RoyTop88]
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* [https://macanplay.com MacanSlot]
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== Grading ==
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* [https://macantoto88.com Toto 88]
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The final grade consists of 3 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :
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* [https://jayatogelup.com.com jayatogelup]
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* O<sub>HW</sub> for the hometasks
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[https://ronin19.com/ Ronin138]
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* O<sub>Mid-term</sub> for the midterm exam
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[https://addicthealing.website/ slot 4d]
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* O<sub>Exam</sub> for the final exam 
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[https://jayatogelcc.cc/ jayatogel]
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The formula for the final grade is
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[https://jayatogelcc.cc/ jayatogelcc]
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* 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>
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[http://northcoaststeelhead.com/ northcoaststeelhead.com]
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with the usual (arithmetical) rounding rule.
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[http://supremeoutlet.us/ supremeoutlet.us]
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[http://208.78.220.231/ freebet]
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[https://docs.google.com/spreadsheets/d/1MPWVIkgxyotHU-P5cE7Gik4C6RTWxTnAVK8Btl7Fw3Y/edit?usp=sharing '''Table with grades''']
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[http://blackfridaymichaelkors.us/ freebet]
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[https://supremeshirtshop.us/ supremeshirtshop.us]
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== Lectures ==
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[https://macanplayslot.web.fc2.com/ macanplay]
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*[https://www.dropbox.com/s/xvf1x6v2frm3k9c/Seminar_11_09_stochan.pdf?dl=0 '''Lecture 11.09''']
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[https://royaltotopedia4d.web.fc2.com/ royaltotopedia]
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*[https://www.dropbox.com/s/ejpfy7b2fl1yhq9/Stochastic%20Analysis%20Poincare%20Inequality_old.pdf?dl=0 '''Lecture 27.11''']
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[https://macanplay8.web.fc2.com/ macanplay slot]
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*[https://www.dropbox.com/s/6c9yw85h2kz2eag/Stochastic%20Analysis%20Poincare%20Inequality.pdf?dl=0 '''Lecture 11.12''']
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[https://royaltotopedia88.web.fc2.com/ royaltoto]
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[https://olxtotos.web.fc2.com/ olxtoto]
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== Seminars ==
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[https://linklist.bio/OLX.TOTO olxtoto]
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*[https://www.dropbox.com/s/xvf1x6v2frm3k9c/Seminar_11_09_stochan.pdf?dl=0 '''Seminar 11.09''']
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[https://c.mi.com/thread-4131553-1-0.html olxtoto]
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*[https://www.dropbox.com/s/i5g7a1pnbsnwclm/Seminar_18_09.pdf?dl=0 '''Seminar 18.09''']
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[https://heylink.me/FAFA138 fafa138]
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*[https://www.dropbox.com/s/xctvce7ojtfcxrm/Seminar_02_10_stochan_1st_part.pdf?dl=0 '''Seminar 02.10 (first part, Gambler's ruin was not discussed here)'''], [https://www.dropbox.com/s/3asrxd56bbljkii/Martingales.pdf?dl=0 '''Seminar 02.10 (second part, Dooob's optional sampling theorem (was provided without the proof) and Doob's maximal inequality)''']
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[https://heylink.me/FaFa138 fafa138]
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*[https://www.dropbox.com/s/eckkmpt0sjb1dss/Seminar_09_10_martingales.pdf?dl=0 '''Seminar 09.10 (fist part, martingales)'''], [https://www.dropbox.com/s/uit5h98bvopucso/Gaussian%20Process_2022.pdf?dl=0 '''Seminar 09.10 (secoond part, Wiener process)''']
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[https://heylink.me/Fafa138 fafa138]
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*[https://www.dropbox.com/s/ttdenija8cf3do1/Seminar_20_11.pdf?dl=0 '''Seminar 20.11'''][https://www.dropbox.com/s/nisy81gasxcz6ru/Seminar_20_11_2021_stochastic_analysis.mp4?dl=0 '''Seminar 20.11 (video)''']
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[https://magic.ly/FAFA138 fafa138]
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*[https://www.dropbox.com/s/1bhlvr2h5ul2exw/Seminar_27_11.pdf?dl=0 '''Seminar 27.11'''][https://www.dropbox.com/s/d9uw7epg8429wfw/Seminar_27_11_stochatic_analysis.mp4?dl=0 '''Seminar 27.11 (video)''']
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[https://fafa138slot.web.fc2.com fafa138]
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[https://heylink.me/FAFA138 fafa138]
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==Homeworks ==
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*[https://www.dropbox.com/s/b8f1nyqnge6chw2/HW_1_stochan_2021.pdf?dl=0'''Homework №1, deadline: 05.10.2021, 23:59'''] [https://www.dropbox.com/s/3oeztervc7d4nf1/HW_1_stochan_2021_hints.pdf?dl=0 '''Hints''']
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*[https://www.dropbox.com/s/ivasebriv46picb/HW_2_stochan_2021.pdf?dl=0'''Homework №2, deadline: 04.11.2021, 23:59'''][https://www.dropbox.com/s/voye6c0daa42bv0/HW_2_stochan_2021_hints.pdf?dl=0 '''Hints''']
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*[https://www.dropbox.com/s/rywaredtn30gejv/HW_3_stochan_2021.pdf?dl=0'''Homework №3, deadline: 12.12.2021, 23:59''']
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== Exam ==
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*[https://www.dropbox.com/s/aev6kyohfb2a0kd/Questions_stochan_2021_Final.pdf?dl=0 '''List of questions''']
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==Midterm ==
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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.
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*[https://www.dropbox.com/s/gqeaq9vwonfex02/Questions_stochan_midterm_2021.pdf?dl=0 '''List of topics''']
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*[https://www.dropbox.com/s/1oxswu950umhtqw/consult_10_11_stochan.mp4?dl=0 '''Consultation, video'''], [https://www.dropbox.com/s/5pmn8i3yqzdkt6n/%D0%91%D0%BB%D0%BE%D0%BA%D0%BD%D0%BE%D1%82%20%D0%B1%D0%B5%D0%B7%20%D0%BD%D0%B0%D0%B7%D0%B2%D0%B0%D0%BD%D0%B8%D1%8F%20%2838%29%20%282%29.pdf?dl=0 '''Consultation, notes''']
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== Recommended literature (1st term) ==
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*http://www.statslab.cam.ac.uk/~james/Markov/ - Cambridge lecture notes on discrete-time Markov Chains;
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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);
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*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);
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*https://link.springer.com/book/10.1007%2F978-1-4419-9634-3 - Probability for Statistics and Machine Learning by A. Dasgupta, chapter 19 (MCMC), also accessible through HSE network;
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*http://th.if.uj.edu.pl/~gudowska/dydaktyka/Oksendal.pdf - Stochastic Differential Equations by Bernt Oksendal, chapters 3-4-5 provide a construction of the Stochastic integral and all required information on SDE's.

Текущая версия на 09:35, 26 августа 2022

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)

Источник — «http://wiki.cs.hse.ru/index.php?title=Stochastic_analysis_2021_2022&oldid=71148»