STA 293: Inference on Stochastic Processes

Course Schedule (2nd Half)

This page was last revised ; please reload if necessary to ensure that you have the latest version. Some weeks will have lecture notes available; more will be added over time. Here's the course's information page.

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