(PP 6.1) Multivariate Gaussian - definition
Introduction to the multivariate Gaussian (or multivariate Normal) distribution.
From playlist Probability Theory
(PP 6.2) Multivariate Gaussian - examples and independence
Degenerate multivariate Gaussians. Some sketches of examples and non-examples of Gaussians. The components of a Gaussian are independent if and only if they are uncorrelated.
From playlist Probability Theory
(PP 6.6) Geometric intuition for the multivariate Gaussian (part 1)
How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.
From playlist Probability Theory
(PP 6.7) Geometric intuition for the multivariate Gaussian (part 2)
How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.
From playlist Probability Theory
(PP 6.4) Density for a multivariate Gaussian - definition and intuition
The density of a (multivariate) non-degenerate Gaussian. Suggestions for how to remember the formula. Mathematical intuition for how to think about the formula.
From playlist Probability Theory
Introductory Probability Theory
A video introducing and deriving the foundations of probability theory up until the law of total probability and Bayes' theorem. This is an entry to the Summer of Math Exposition held by @3blue1brown. #SoME2 #3b1b #probability
From playlist Summer of Math Exposition 2 videos
(PP 6.3) Gaussian coordinates does not imply (multivariate) Gaussian
An example illustrating the fact that a vector of Gaussian random variables is not necessarily (multivariate) Gaussian.
From playlist Probability Theory
Statistics: Ch 4 Probability in Statistics (20 of 74) Definition of Probability
Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn the “strict” definition of experimental (empirical) and theoretical probability. Next video in this series can be seen
From playlist STATISTICS CH 4 STATISTICS IN PROBABILITY
Probability Theory - Part 2 - Probability Measures
Support the channel on Steady: https://steadyhq.com/en/brightsideofmaths Or support me via PayPal: https://paypal.me/brightmaths Or via Ko-fi: https://ko-fi.com/thebrightsideofmathematics Or via Patreon: https://www.patreon.com/bsom Or via other methods: https://thebrightsideofmathematics.
From playlist Probability Theory
From playlist Plenary talks One World Symposium 2020
From Coxeter Higher-Spin Theories to Strings and Tensor Models by Mikhail Vasiliev
ORGANIZERS : Pallab Basu, Avinash Dhar, Rajesh Gopakumar, R. Loganayagam, Gautam Mandal, Shiraz Minwalla, Suvrat Raju, Sandip Trivedi and Spenta Wadia DATE : 21 May 2018 to 02 June 2018 VENUE : Ramanujan Lecture Hall, ICTS Bangalore In the past twenty years, the discovery of the AdS/C
From playlist AdS/CFT at 20 and Beyond
John Terilla : A collection of Homotopy Random Variables
Recording during the thematic meeting : "Geometrical and Topological Structures of Information" the August 29, 2017 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent
From playlist Geometry
Integrability in the Laplacian Growth Problem by Eldad Bettelheim
Program : Integrable systems in Mathematics, Condensed Matter and Statistical Physics ORGANIZERS : Alexander Abanov, Rukmini Dey, Fabian Essler, Manas Kulkarni, Joel Moore, Vishal Vasan and Paul Wiegmann DATE & TIME : 16 July 2018 to 10 August 2018 VENUE : Ramanujan L
From playlist Integrable systems in Mathematics, Condensed Matter and Statistical Physics
Non-Hermiticity: A New Paradigm for Model Building in Particle Physics by Peter Millington
PROGRAM NON-HERMITIAN PHYSICS (ONLINE) ORGANIZERS: Manas Kulkarni (ICTS, India) and Bhabani Prasad Mandal (Banaras Hindu University, India) DATE: 22 March 2021 to 26 March 2021 VENUE: Online Non-Hermitian Systems / Open Quantum Systems are not only of fundamental interest in physics a
From playlist Non-Hermitian Physics (ONLINE)
Nonequilibrium response theory (Lecture 2) by Christian Maes
PROGRAM : FLUCTUATIONS IN NONEQUILIBRIUM SYSTEMS: THEORY AND APPLICATIONS ORGANIZERS : Urna Basu and Anupam Kundu DATE : 09 March 2020 to 19 March 2020 VENUE : Madhava Lecture Hall, ICTS, Bangalore THIS PROGRAM HAS BEEN MODIFIED ONLY FOR LOCAL (BANGALORE) PARTICIPANTS DUE TO COVID-19 RI
From playlist Fluctuations in Nonequilibrium Systems: Theory and Applications
Natalia Tronko: Exact conservation laws for gyrokinetic Vlasov-Poisson equations
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist SPECIAL 7th European congress of Mathematics Berlin 2016.
Yang-Mills for mathematicians (Lecture - 01) by Sourav Chatterjee
INFOSYS-ICTS RAMANUJAN LECTURES SOME OPEN QUESTIONS ABOUT SCALING LIMITS IN PROBABILITY THEORY SPEAKER Sourav Chatterjee (Stanford University, California, USA) DATE & TIME 14 January 2019 to 18 January 2019 VENUE Madhava Lecture Hall, ICTS campus GALLERY Lecture 1: Yang-Mills for mathemat
From playlist Infosys-ICTS Ramanujan Lectures
Samson Shatashvili - 2/3 Supersymmetric Vacua and Integrability
"I review the relationship between supersymmetric gauge theories and quantum integrable systems. From the quantum integrability side this relation includes various spin chains, as well as many well-known quantum many body systems like elliptic Calogero-Moser system and generalisations. Fro
From playlist Samson Shatashvili - Supersymmetric Vacua and Integrability
Random Matrices and Their Limits - R. Speicher - Workshop 2 - CEB T3 2017
Roland Speicher / 26.10.17 Random Matrices and Their Limits The free probability perspective on random matrices is that the large size limit of random matrices is given by some (usually interesting) operators on Hilbert spaces and corresponding operator algebras. The prototypical example
From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester
A Friendly Introduction to Rigorous Probability Theory || Chapter 1, Probability Spaces
Here, I talk about why a rigorous (measure theoretic) framework for probability theory is needed, and also give an intuitive idea of various abstract ideas in rigorous probability such as sigma-algebras and the axioms of probability. This is my contribution to Grant Sanderson's (3blue1brow
From playlist Summer of Math Exposition Youtube Videos