Wiener process

G-expectation

In probability theory, the g-expectation is a nonlinear expectation based on a backwards stochastic differential equation (BSDE) originally developed by Shige Peng. (Wikipedia).

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(PP 4.1) Expectation for discrete random variables

(0:00) Definition of expectation for discrete r.v.s. (4:17) Well-defined expectation. (8:15) E(X) may exist and be infinite. (10:58) E(X) might fail to exist. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list?p=17567A1A3F5DB5E4

From playlist Probability Theory

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Expectation Values in Quantum Mechanics

Expectation values in quantum mechanics are an important tool, which help us to mathematically describe measurements of quantum systems. You can think of expectation values as the average of all possible outcomes of a measurement, weighted by their respective probabilities. Contents: 00:

From playlist Quantum Mechanics, Quantum Field Theory

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(PP 4.3) Expectation rule

(0:00) Function of a random variable is a random variable. (1:43) Expectation rule. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list?p=17567A1A3F5DB5E4

From playlist Probability Theory

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(PP 4.2) Expectation for random variables with densities

(0:00) Definition of expectation for r.v.s. with densities. (2:30) E(X) for a uniform random variable. (5:05) Well-defined expectation. (7:15) E(X) may exist and be infinite. (8:00) E(X) might fail to exist. A playlist of the Probability Primer series is available here: http://www.youtub

From playlist Probability Theory

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(ML 7.7.A2) Expectation of a Dirichlet random variable

How to compute the expected value of a Dirichlet distributed random variable.

From playlist Machine Learning

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What is a G Chord?

A review of the notes common to all formations of a G chord.

From playlist Music Lessons

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Statistics 5_1 Confidence Intervals

In this lecture explain the meaning of a confidence interval and look at the equation to calculate it.

From playlist Medical Statistics

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Your Career

If you are interested in learning more about this topic, please visit http://www.gcflearnfree.org/ to view the entire tutorial on our website. It includes instructional text, informational graphics, examples, and even interactives for you to practice and apply what you've learned.

From playlist Your Career

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S18.2 Jensen's Inequality

MIT RES.6-012 Introduction to Probability, Spring 2018 View the complete course: https://ocw.mit.edu/RES-6-012S18 Instructor: John Tsitsiklis License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/terms More courses at https://ocw.mit.edu

From playlist MIT RES.6-012 Introduction to Probability, Spring 2018

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Covariance: population vs. sample, and relationship to correlation (FRM T2-8)

[Here is my xls http://trtl.bz/2B9nqdO] Covariance is a measure of linear co-movement between variables. Independence implies zero covariance, but the converse is not necessarily true (because variables can be dependent in a non-linear way). Discuss this video in our FRM forum! https://trt

From playlist Quantitative Analysis (FRM Topic 2)

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Zakhar Kabluchko: Random Polytopes, Lecture III

In these three lectures we will provide an introduction to the subject of beta polytopes. These are random polytopes defined as convex hulls of i.i.d. samples from the beta density proportional to (1 − ∥x∥2)β on the d-dimensional unit ball. Similarly, beta’ polytopes are defined as convex

From playlist Workshop: High dimensional spatial random systems

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Robustness of G-Expectation under Knightian Uncertainty - Prof. Shige Peng

A workshop to commemorate the centenary of publication of Frank Knight’s "Risk, Uncertainty, and Profit" and John Maynard Keynes’ “A Treatise on Probability” This workshop is organised by the University of Oxford and supported by The Alan Turing Institute. For further details and regular

From playlist Uncertainty and Risk

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(ML 3.3) Choosing f to minimize expected loss

Minimizing the expected loss more generally specializes to the case of minimizing it for each individual value of x. A playlist of these Machine Learning videos is available here: http://www.youtube.com/my_playlists?p=D0F06AA0D2E8FFBA

From playlist Machine Learning

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Introduction to Probability and Statistics 131A. Lecture 10. Survey Sampling

UCI Math 131A: Introduction to Probability and Statistics (Summer 2013) Lec 10. Introduction to Probability and Statistics: Survey Sampling View the complete course: http://ocw.uci.edu/courses/math_131a_introduction_to_probability_and_statistics.html Instructor: Michael C. Cranston, Ph.D.

From playlist Math 131A: Introduction to Probability and Statistics

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Stanford CS229M - Lecture 19: Mixture of Gaussians, spectral clustering

For more information about Stanford's Artificial Intelligence professional and graduate programs visit: https://stanford.io/ai To follow along with the course, visit: https://web.stanford.edu/class/stats214/ To view all online courses and programs offered by Stanford, visit: http://onli

From playlist Stanford CS229M: Machine Learning Theory - Fall 2021

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(ML 16.9) EM for the Gaussian mixture model (part 3)

Applying EM (Expectation-Maximization) to estimate the parameters of a Gaussian mixture model. Here we use the alternate formulation presented for (unconstrained) exponential families.

From playlist Machine Learning

Related pages

Adapted process | Nonlinear expectation | Risk measure | Wiener process | Expected value | Probability theory | Lp space | Indicator function | Conditional expectation | Stochastic differential equation | Filtration (probability theory)