Applied Mathematics
Code | Completion | Credits | Range |
---|---|---|---|
11APM | ZK |
- Course guarantor:
- Lecturer:
- Tutor:
- Supervisor:
- Department of Applied Mathematics
- Synopsis:
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Random processes and real applications
Bayesian prediction model of stochastic system (distribution, equations)
Continuous and discrete model - simulation of dynamical systems
System state, state-space model, filtering (Kalman filter)
Estimation of model parameters - Bayes relation, reproducibility, exponential family of distributions
Estimation statistics of continuous and discrete model, on-line recalculation of statistics, point estimates
Estimation of models with non-Gaussian or non-categorical distribution reproducibility, point estimates
Prediction with Bayesian model
Finite interval control, dynamic programming, Riccati equations, algorithmization
Mixture models of distributions with continuous and discrete components, hierarchical mixtures
Estimation of mixture of distributions
Mixture estimation for clustering and classification
Hierarchical mixture estimation
Prediction with mixture model
- Requirements:
- Syllabus of lectures:
- Syllabus of tutorials:
- Study Objective:
- Study materials:
- Note:
- Further information:
- No time-table has been prepared for this course
- The course is a part of the following study plans: