Master
2022/2023
Modern Statistical Methods
Type:
Compulsory course (Math of Machine Learning)
Area of studies:
Applied Mathematics and Informatics
Delivered by:
Department of Complex System Modelling Technologies
Where:
Faculty of Computer Science
When:
1 year, 4 module
Mode of studies:
offline
Open to:
students of one campus
Instructors:
Vladimir Spokoiny
Master’s programme:
Math of Machine Learning
Language:
English
ECTS credits:
3
Contact hours:
32
Course Syllabus
Abstract
The course is devoted to random processes: from Markov chains in continuous and discrete time to Gaussian stochastic processes and fields. In accordance with the title, the course will highlight the aspect of calculations, and the fundamental concepts of probability theory (such as the spaces of elementary events, event algebras or measurability) they are considered where it is impossible to do without them for the correct solution of analytical problems.