Probability theory

Filtration (probability theory)

In the theory of stochastic processes, a subdiscipline of probability theory, filtrations are totally ordered collections of subsets that are used to model the information that is available at a given point and therefore play an important role in the formalization of random (stochastic) processes. (Wikipedia).

Video thumbnail

(PP 6.1) Multivariate Gaussian - definition

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

From playlist Probability Theory

Video thumbnail

(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

Video thumbnail

(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

Video thumbnail

(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

Video thumbnail

(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

Video thumbnail

(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

Video thumbnail

(PP 5.4) Independence, Covariance, and Correlation

(0:00) Definition of independent random variables. (5:10) Characterizations of independence. (10:54) Definition of covariance. (13:10) Definition of correlation. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list?p=17567A1A3F5DB5E4

From playlist Probability Theory

Video thumbnail

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

Video thumbnail

More Help with Expected Value of Discrete Random Variables

Additional insight into calculating the mean [expected vale] of joint discrete random variables

From playlist Unit 6 Probability B: Random Variables & Binomial Probability & Counting Techniques

Video thumbnail

Oliver Röndigs: The slices of Hermitian K-theory (Lecture 1)

The lecture was held within the framework of the (Junior) Hausdorff Trimester Program Topology: Workshop "Hermitian K-theory and trace methods" Abstract: Voevodsky constructed a filtration on the motivic stable homotopy category by measuring how many (de)suspensions with respect to the Ta

From playlist HIM Lectures: Junior Trimester Program "Topology"

Video thumbnail

Hodge theory, between algebraicity and transcendence (Lecture 1) by Bruno Klingler

DISCUSSION MEETING TOPICS IN HODGE THEORY (HYBRID) ORGANIZERS: Indranil Biswas (TIFR, Mumbai, India) and Mahan Mj (TIFR, Mumbai, India) DATE: 20 February 2023 to 25 February 2023 VENUE: Ramanujan Lecture Hall and Online This is a followup discussion meeting on complex and algebraic ge

From playlist Topics in Hodge Theory - 2023

Video thumbnail

Ryan Budney, "Filtrations of smooth manifolds from maps to the plane"

The talk is part of the Workshop Topology of Data in Rome (15-16/09/2022) https://www.mat.uniroma2.it/Eventi/2022/Topoldata/topoldata.php The event was organized in partnership with the Romads Center for Data Science https://www.mat.uniroma2.it/~rds/about.php The Workshop was hosted and

From playlist Workshop: Topology of Data in Rome

Video thumbnail

Michael Lesnick (2/23/2022): Stability of 2-Parameter Persistent Homology

We show that the standard stability results for union-of-balls, Čech, and Rips persistent homology have natural analogues in the 2-parameter setting, formulated in terms of the multicover bifiltration and Sheehy's subdivision bifiltrations. Our results imply that these bifiltrations are r

From playlist AATRN 2022

Video thumbnail

Stable Homotopy Seminar, 12: The Atiyah-Hirzebruch Spectral Sequence (Caleb Ji)

Caleb Ji gives us an overview of spectral sequences, focusing on the example of the Leray-Serre spectral sequence which is used to prove the equivalence of cellular and singular homology. He then defines the Atiyah-Hirzebruch spectral sequence, which is used to compute extraordinary cohomo

From playlist Stable Homotopy Seminar

Video thumbnail

Dianel Isaksen - 3/3 Motivic and Equivariant Stable Homotopy Groups

Notes: https://nextcloud.ihes.fr/index.php/s/4N5kk6MNT5DMqfp I will discuss a program for computing C2-equivariant, ℝ-motivic, ℂ-motivic, and classical stable homotopy groups, emphasizing the connections and relationships between the four homotopical contexts. The Adams spectral sequence

From playlist Summer School 2020: Motivic, Equivariant and Non-commutative Homotopy Theory

Video thumbnail

Introduction to p-adic Hodge theory (Lecture 4) by Denis Benois

PROGRAM PERFECTOID SPACES ORGANIZERS: Debargha Banerjee, Denis Benois, Chitrabhanu Chaudhuri, and Narasimha Kumar Cheraku DATE & TIME: 09 September 2019 to 20 September 2019 VENUE: Madhava Lecture Hall, ICTS, Bangalore Scientific committee: Jacques Tilouine (University of Paris, France

From playlist Perfectoid Spaces 2019

Video thumbnail

John Rognes : Topological cyclic homology of the second truncated Brown–Peterson spectrum

CONFERENCE Recording during the thematic meeting : « Chromatic Homotopy, K-Theory and Functors» the January 26, 2023 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Jean Petit Find this video and other talks given by worldwide mathematicians on CIR

From playlist Topology

Video thumbnail

Vladimir Berkovich - Hodge theory for non-Archimedean analytic spaces

Correction: The affiliation of Lei Fu is Tsinghua University. In a work in progress, I defined integral “etale” cohomology and de Rham cohomology for so called bounded non-Archimedean analytic spaces over the field of formal Laurent power series with complex coefficients. The former are l

From playlist Conférence « Géométrie arithmétique en l’honneur de Luc Illusie » - 5 mai 2021

Video thumbnail

Robyn Brooks and Celia Hacker (6/24/20): Morse-based fibering of the rank invariant

Title: Morse-based fibering of the rank invariant Abstract: Given the success of single-parameter persistence in data analysis and the fact that some systems warrant analysis across multiple parameters, it is highly desirable to develop data analysis pipelines based on multi-parameter per

From playlist AATRN 2020

Video thumbnail

Introduction to Estimation Theory

http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. General notion of estimating a parameter and measures of estimation quality including bias, variance, and mean-squared error.

From playlist Estimation and Detection Theory

Related pages

Filter (mathematics) | Filtration (mathematics) | Total order | Probability theory | Index set | Null set | Stochastic process | Probability space | Natural filtration