Related papers: Stochastic Analysis Seminar on Filtering Theory

These notes provide an introductory exposition of the Seiberg-Witten gauge theory. They collect the material presented in a series of seminars given by the author at the University of Milano.

In this contribution we present an exploratory study of several novel methods for numerical stochastic perturbation theory. For the investigation we consider observables defined through the gradient flow in the simple {\phi}^4 theory.

This document contains the notes of a lecture I gave at the "Journ\'ees Nationales du Calcul Formel" (JNCF) on January 2017. The aim of the lecture was to discuss low-level algorithmics for p-adic numbers. It is divided into two main parts:…

These are the notes of some lectures given by the author for a workshop held at TIFR, Mumbai in December, 2011, giving an exposition of the Deligne-Lusztig theory.

A number of topics in analysis are discussed, with emphasis on basic principles. There is some overlap with "Elements of linear and real analysis" (arXiv:math/0108030), with numerous changes in content and presentation since then.

In this document I aim to give an informal treatment of automatic Backward Filtering Forward Guiding, a general algorithm for conditional sampling from a Markov process on a directed acyclic graph. I'll show that the underlying ideas can be…

This report documents the program and the outcomes of Dagstuhl Seminar 13082 "Communication Complexity, Linear Optimization, and lower bounds for the nonnegative rank of matrices", held in February 2013 at Dagstuhl Castle.

Although stochastic approximation learning methods have been widely used in the machine learning literature for over 50 years, formal theoretical analyses of specific machine learning algorithms are less common because stochastic…

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

The aim of this textbook is to provide students with basic knowledge of stochastic models that may apply to telecommunications research areas, such as traffic modelling, resource provisioning and traffic management. These study areas are…

Talk presented at the conference ``Historical and Philosophical Reflections on the Foundations of Quantum Field Theory,'' at Boston University, March 1996. It will be published in the proceedings of this conference.

Web applications are distributed applications, they are programs that run on more than one computer and communicate through a network or server. This very distributed nature of web applications, combined with the scale and sheer complexity…

Lecture notes for a master-level applied mathematics course on stochastic processes and applications, held at the University of Orl\'eans, France. Contents: Markov chains, Poisson point processes, Markovian jump processes, queueing theory.…

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments.…

These notes overlap with lectures given at the TASI summer schools in 2014 and 2011, as well as at the European School of High Energy Physics in 2013. This is primarily an attempt at transcribing my hand-written notes, with emphasis on…

These are lecture notes from the Austral Winter School on Microlocal Analysis and Non-elliptic Fredholm Theory, held at the Australian National University, Canberra, June 30 -- July 11, 2025.

I developed the lecture notes based on my ``Causal Inference'' course at the University of California Berkeley over the past seven years. Since half of the students were undergraduates, my lecture notes only required basic knowledge of…

Given the current transformative potential of research that sits at the intersection of Deep Learning (DL) and Software Engineering (SE), an NSF-sponsored community workshop was conducted in co-location with the 34th IEEE/ACM International…

Recently delivered lectures on Self-Referential Mathematics, [2], at the Department of Mathematics and Applied Mathematics, University of Pretoria, are briefly presented. Comments follow on the subject, as well as on Inconsistent…