Related papers: Stochastic Analysis Seminar on Filtering Theory
These are lecture notes for the lecture "Statistical Treatment, Fourier and Modal Decompositions", given at the VKI Lecture series "Fundamentals and Recent Advances in Particle Image Velocimetry and Lagrangian Particle Tracking". The course…
In this course, I try to provide a few basics required for performing data analysis in asteroseismology. First, I address how one can properly treat times series: the sampling, the filtering effect, the use of Fourier transform, the…
These are extended lecture notes of a PhD course that the author gave at the Universita degli studi di Torino in Italy in spring 2013.
In stochastic analysis, the flow of information through time is typically modelled using a filtration. We introduce some of the basic ideas involving enlargements of filtration. Here, we focus mainly on initial enlargements, where a given…
This is an edited write-up of lecture notes of the 7-th Appalachian set theory workshop of the same title led by the first named author at the Cornell University on November 22, 2008. A draft version of the notes was prepared by the second…
These are notes of a series of lectures on sieves, presented during the Special Activity in Analytic Number Theory, at the Max-Planck Institute for Mathematics in Bonn, during the period January--June 2002.
Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…
In studying randomized search heuristics, a frequent quantity of interest is the first time a (real-valued) stochastic process obtains (or passes) a certain value. The processes under investigation commonly show a bias towards this goal,…
The original version of the paper was published in Contemporary Mathematics 378 ``Groups, Languages, Algorithms''; 2005, pp. 319-348. This is a modified version with Appendix that holds a corrected formulation of Proposition 4.1.
These are (not updated) notes from the lectures I gave at the NATO ASI ``Symmetric Functions 2001'' at the Isaac Newton Institute in Cambridge (June 25 -- July 6, 2001). Their goal is an informal introduction to asymptotic combinatorics…
Industry can get any research it wants, just by publishing a baseline result along with the data and scripts need to reproduce that work. For instance, the paper ``Data Mining Static Code Attributes to Learn Defect Predictors'' presented…
These are notes for the course CS-172 I first taught in the Fall 1986 at UC Berkeley and subsequently at Boston University. The goal was to introduce the undergraduates to basic concepts of Theory of Computation and to provoke their…
Notes from 11 October 2004 lecture presented at the Joint Institute for Nuclear Astrophysics R-Matrix School at Notre Dame University.
The Explorations in Statistics Research workshop is a one-week NSF-funded summer program that introduces undergraduate students to current research problems in applied statistics. The goal of the workshop is to expose students to exciting,…
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Comment on "Quantifying the Fraction of Missing Information for Hypothesis Testing in Statistical and Genetic Studies" [arXiv:1102.2774]
Lecture notes for the Yale Computer Science course CPSC 4690/5690 Randomized Algorithms. Suitable for use as a supplementary text for an introductory graduate or advanced undergraduate course on randomized algorithms. Discusses tools from…
These lecture notes have been developed for the course Computational Social Choice of the Artificial Intelligence MSc programme at the University of Groningen. They cover mathematical and algorithmic aspects of voting theory.
This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the analysis of articles in Probability, Statistics and Computer…
A workshop sponsored by NSF C-CR and organized by the Center for Discrete Math and Theoretical Computer Science (DIMACS) was held at Elmsford, New York, January 17-18, 2002 where we had several discussions that gave structure to this…