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world:mva [2026/01/20 14:36] alain [Projects] |
world:mva [2026/01/28 00:02] (current) alain [Table] |
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| - | {{tag>:markov_chains}} | ||
| ====== Stochastic calculus for Machine Learning ====== | ====== Stochastic calculus for Machine Learning ====== | ||
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| + | {{ world:cours:qr-code-mva.png?150 }} | ||
| ====== Registration to the course ====== | ====== Registration to the course ====== | ||
| - | * <color /yellow> [[https://docs.google.com/forms/d/e/1FAIpQLSdjk1HhX6lfoIpbrT7aWqFPoZcpwtp4aSwMxw2PxM55MgVtnA/viewform?usp=sf_link|Please register here]] </color> | + | * <color /yellow> [[https://docs.google.com/forms/d/1mIXLc_cU4hGWMX3RbmbykL97uZZm2SEMOxbdBY6UxoU/edit|Please register here]] </color> |
| ====== Program of the course ====== | ====== Program of the course ====== | ||
| - | * **Where?** Institut de Mathématiques d'ORSAY. Room: 1A14. | + | * **Where?** ENS Paris-Saclay. /*Room: 1A14.*/ |
| - | * **When?** Every course will hold on Thursday <color red>from 9H to 12H00</color> (exact dates are given below). | + | * **When?** /*Every course will hold on Thursday <color red>from 9H to 12H00</color> (exact dates are given below).*/ |
| - | * **Who?** The list of the teachers are given below with their acronyms: | + | |
| - | * AD: Alain Durmus. | + | |
| - | * RD: Randal Douc. | + | |
| - | * **What?** The chapters refer to the book: [[https://www.springer.com/gp/book/9783319977034|Markov chains]] by R. Douc, E. Moulines, P. Priouret and P. Soulier. Springer publishers. | + | |
| - | * **Teaching material**: {{world:mainmc-tome1.pdf|pdf version of Markov Chains book}} | + | |
| - | ^ Courses ^ Topics ^ Material ^ | + | ^ Courses ^ Topics ^ Material ^ |
| - | | 1 | Brownian motion and the Wiener space: defintions and first properties | | | + | | 1 | Brownian motion and the Wiener space: defintions and first properties | {{:world:prob_0.pdf| TD 0}} and {{:world:BM0.pdf| TD 1}} and {{:world:chap_1-_brownian_motion_and_v1.pdf|notes}} | |
| - | | 2 | Brownian motion: Markov property and further properties | | | + | | 2 | Brownian motion: Markov property and further properties | {{:world:td3_cs.pdf| TD 3}} and {{:world:note_2_cs.pdf| notes}} | |
| - | | 3 | | | | + | | 3 | | | |
| - | | 4 | | | | + | | 4 | | | |
| - | | 5 | | | | + | | 5 | | | |
| - | | 6 | | | | + | | 6 | | | |
| - | | 7 | | | | + | | 7 | | | |
| - | | 8 | | | | + | | 8 | | | |
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| - | + | ||
| - | ====== Lecture notes Session 6-7-8-9 ====== | + | |
| - | <WRAP center round tip 60%> | ||
| - | {{ :world:polymarkovchains.pdf |LectureNotes2024}} | ||
| - | </WRAP> | ||
| - | ===== Example of an examination ===== | ||
| - | * {{ :world:controle.pdf |An examination given in 2019-2020}} | ||
| - | * {{ :world:controleCorrige.pdf |Solution of the examination given in 2019-2020}} | ||
| - | /* ===== Evaluation ===== | + | ===== Evaluation ===== |
| ===== Contact ===== | ===== Contact ===== | ||
world/mva.1768916219.txt.gz · Last modified: 2026/01/20 14:36 by alain
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