Basic stochastic simulation b: Stochastic simulation algorithm
(C) 2012-2013 David Liao (lookatphysics.com) CC-BY-SA Specify system Determine duration until next event Exponentially distributed waiting times Determine what kind of reaction next event will be For more information, please search the internet for "stochastic simulation algorithm" or "kin
From playlist Probability, statistics, and stochastic processes
Introduction to the paper https://arxiv.org/abs/2002.06707
From playlist Research
(ML 19.1) Gaussian processes - definition and first examples
Definition of a Gaussian process. Elementary examples of Gaussian processes.
From playlist Machine Learning
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
Hybrid sparse stochastic processes and the resolution of (...) - Unser - Workshop 2 - CEB T1 2019
Michael Unser (EPFL) / 12.03.2019 Hybrid sparse stochastic processes and the resolution of linear inverse problems. Sparse stochastic processes are continuous-domain processes that are specified as solutions of linear stochastic differential equations driven by white Lévy noise. These p
From playlist 2019 - T1 - The Mathematics of Imaging
Understanding Discrete Event Simulation, Part 3: Leveraging Stochastic Processes
Watch more MATLAB Tech Talks: https://goo.gl/ktpVB7 Free MATLAB Trial: https://goo.gl/yXuXnS Request a Quote: https://goo.gl/wNKDSg Contact Us: https://goo.gl/RjJAkE Learn how discrete-event simulation uses stochastic processes, in which aspects of a system are randomized, in this MATLAB®
From playlist Understanding Discrete-Event Simulation - MATLAB Tech Talks
Martin Schweizer: Some stochastic Fubini theorems
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 Analysis and its Applications
Stochastic thermodynamics and its applications in the study of microscopicactive by Sourabh Lahiri
ABSTRACT Tiny heat engines at nanoscales have become a topic of intense studies in recent years. Such engines can be used to power nanomachines. Such machines can find a lot of applications, especially in the medical industry. Recent studies show that it may be possible to enhance the effi
From playlist Seminar Series
Paolo Guasoni, Lesson I - 18 december 2017
QUANTITATIVE FINANCE SEMINARS @ SNS PROF. PAOLO GUASONI TOPICS IN PORTFOLIO CHOICE
From playlist Quantitative Finance Seminar @ SNS
Jana Cslovjecsek: Efficient algorithms for multistage stochastic integer programming using proximity
We consider the problem of solving integer programs of the form min {c^T x : Ax = b; x geq 0}, where A is a multistage stochastic matrix. We give an algorithm that solves this problem in fixed-parameter time f(d; ||A||_infty) n log^O(2d) n, where f is a computable function, d is the treed
From playlist Workshop: Parametrized complexity and discrete optimization
MFEM Workshop 2022 | Stochastic Fractional PDEs: Random Field Generation & Topology Optimization
The LLNL-led MFEM (Modular Finite Element Methods) project provides high-order mathematical calculations for large-scale scientific simulations. The project’s second community workshop was held on October 25, 2022, with participants around the world. Learn more about MFEM at https://mfem.o
From playlist MFEM Community Workshop 2022
Stochastic Description of Noisy Open Quantum Systems by Tony Jin
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)
Stochastic Mechanisms of Cell-Size Regulation in Bacteria by Anatoly Kolomeisky
PROGRAM STATISTICAL BIOLOGICAL PHYSICS: FROM SINGLE MOLECULE TO CELL (ONLINE) ORGANIZERS: Debashish Chowdhury (IIT Kanpur), Ambarish Kunwar (IIT Bombay) and Prabal K Maiti (IISc, Bengaluru) DATE: 07 December 2020 to 18 December 2020 VENUE: Online 'Fluctuation-and-noise' are themes tha
From playlist Statistical Biological Physics: From Single Molecule to Cell (Online)
Stochastic Model of Cargo Positioning by a Team of Antagonistic Motor Proteins by Ambarish Kunwar
PROGRAM STATISTICAL BIOLOGICAL PHYSICS: FROM SINGLE MOLECULE TO CELL (ONLINE) ORGANIZERS: Debashish Chowdhury (IIT Kanpur), Ambarish Kunwar (IIT Bombay) and Prabal K Maiti (IISc, Bengaluru) DATE: 07 December 2020 to 18 December 2020 VENUE: Online 'Fluctuation-and-noise' are themes tha
From playlist Statistical Biological Physics: From Single Molecule to Cell (Online)
Sebastian Ertel - An Ensemble Kalman-Bucy filter for correlated observation noise
Sebastian Ertel (Technical University of Berlin) presents, "An Ensemble Kalman-Bucy filter for correlated observation noise", 8/7/22.
From playlist Statistics Across Campuses
Iterative stochastic numerical methods for statistical sampling: Professor Ben Leimkuhler
I study the design, analysis and implementation of algorithms for time-dependent phenomena and modelling for problems in engineering and the sciences. My previous works have helped to establish the foundations of molecular simulation, providing efficient deterministic and stochastic numeri
From playlist Data science classes
Strict monotonicity of principal eigenvalues of elliptic operators in Rd and... by Subhamay Saha
PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear
From playlist Advances in Applied Probability 2019
Markov processes and applications by Hugo Touchette
PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online
From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021
An introduction to multilevel Monte Carlo methods – Michael Giles – ICM2018
Numerical Analysis and Scientific Computing Invited Lecture 15.7 An introduction to multilevel Monte Carlo methods Michael Giles Abstract: In recent years there has been very substantial growth in stochastic modelling in many application areas, and this has led to much greater use of Mon
From playlist Numerical Analysis and Scientific Computing