Stochastic processes

Version (probability theory)

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(PP 6.1) Multivariate Gaussian - definition

Introduction to the multivariate Gaussian (or multivariate Normal) distribution.

From playlist Probability Theory

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(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

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(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

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(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

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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

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Probability Theory - Part 1 - Introduction (including R)

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From playlist Probability Theory

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(PP 2.1) Conditional Probability

(0:00) Notation and terminology. (2:36) Definition of conditional probability, intuitive meaning, and an example. 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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Probability Theory - Part 14 - Expectation and Change-of-Variables

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From playlist Probability Theory

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Expected Value of the Exponential Distribution | Exponential Random Variables, Probability Theory

What is the expected value of the exponential distribution and how do we find it? In today's video we will prove the expected value of the exponential distribution using the probability density function and the definition of the expected value for a continuous random variable. It's gonna b

From playlist Probability Theory

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Probability Theory - Part 1 - Introduction (including R) [dark version]

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From playlist Probability Theory [dark version]

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Probability Theory - Part 2 - Probability Measures [dark version]

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From playlist Probability Theory [dark version]

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Nexus Trimester - Andrei Romashchenko (LIRMM)

On Parallels Between Shannon’s and Kolmogorov’s Information Theories (where the parallelism fails and why) Andrei Romashchenko (LIRMM) February 02, 2016 Abstract: Two versions of information theory - the theory of Shannon's entropy and the theory of Kolmgorov complexity - have manifest

From playlist Nexus Trimester - 2016 - Distributed Computation and Communication Theme

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Probability Theory - Part 3 - Discrete vs. Continuous Case [dark version]

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From playlist Probability Theory [dark version]

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Probability Theory - Part 10 - Random Variables [dark version]

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From playlist Probability Theory [dark version]

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The biggest problem in the Many Worlds theory of quantum mechanics

Here's the next video https://youtu.be/cKlRnutiv-k

From playlist Some Quantum Mechanics

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Probability Theory - Part 14 - Expectation and Change-of-Variables [dark version]

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From playlist Probability Theory [dark version]

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Probability Theory - Part 9 - Independence for Events [dark version]

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From playlist Probability Theory [dark version]

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Probability Theory - Part 11 - Distribution of a Random Variable [dark version]

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From playlist Probability Theory [dark version]

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Complex Stochastic Models and their Applications by Subhroshekhar Ghosh

PROGRAM: TOPICS IN HIGH DIMENSIONAL PROBABILITY ORGANIZERS: Anirban Basak (ICTS-TIFR, India) and Riddhipratim Basu (ICTS-TIFR, India) DATE & TIME: 02 January 2023 to 13 January 2023 VENUE: Ramanujan Lecture Hall This program will focus on several interconnected themes in modern probab

From playlist TOPICS IN HIGH DIMENSIONAL PROBABILITY

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Probability Theory - Part 2 - Probability Measures

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From playlist Probability Theory

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Stochastic process