There are no examinations or homework, but each student is expected to prepare a 30-minute presentation of some paper or book section about inference in stochastic processes. I am happy to help select and to help prepare these projects. Group projects are possible. Projects will be presented orally in the last week(s) of class, following Thanksgiving break.
On Tuesday of each of the first four weeks I will give an introduction to some class of stochastic processes, and on Thursday I'll discuss some aspect of inference for that class. Meanwhile students should begin as soon as possible to search the literature (I can help) for a paper or book section on some aspect of inference, and should schedule time to meet with me during the first five weeks to discuss project preparation.
|Oct 13-16||Fall Break|
|0.||Oct 18||Introduction to Stochastic Processes||SP|
|1.||Oct 23-25||Inference in Markov Chains||MC|
|2.||Oct 30-01||More MC, Start Gauss Procs||GP,CV|
|3.||Nov 06-08||Inference in Gaussian Procsesses||GP,CV|
|4.||Nov 13-15||Inference in Diffusions||DP, BM|
|Nov 20-25||Thanksgiving Recess (TG is Nov 22)|
|5.||Nov 27-29||Inference in Lévy Processes||LP|
|6.||Dec 04-06||Student Presentations|