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
(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
(ML 19.2) Existence of Gaussian processes
Statement of the theorem on existence of Gaussian processes, and an explanation of what it is saying.
From playlist Machine Learning
Thermodynamics 4c - Entropy and the Second Law III
We consider in more detail how the fundamental laws of mechanics cannot account for the irreversibility of a system. Yet we find evidence that "special" states are easily transformed into "non-special" states while transforming a non-special state into a special state requires "fine-tuning
From playlist Thermodynamics
Fluctuation theorem for entropy production of a partial by Sanjib Sabhpandit
Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere
From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017
Introduction to the paper https://arxiv.org/abs/2002.06707
From playlist Research
Lect.4B: Mean And Variance Rules, Simple Example
Lecture with Per B. Brockhoff. Chapters: 00:00 - Calculation Rules For Stochastic Variables; 03:30 - Example 4;
From playlist DTU: Introduction to Statistics | CosmoLearning.org
Sochastic process models for precipitation processes... - Neelin - Workshop 1 - CEB T3 2019
Neelin (Department of Atmospheric and Oceanic Sciences, UCLA) / 09.10.2019 Stochastic process models for precipitation processes in dialogue with observational and climate model diagnostics Stochastic process models based on simplifications of climate model equations suggest that econ
From playlist 2019 - T3 - The Mathematics of Climate and the Environment
Stochastic Dynamics (Lecture 1) by Sudipta Kumar Sinha
PROGRAM TIPPING POINTS IN COMPLEX SYSTEMS (HYBRID) ORGANIZERS: Partha Sharathi Dutta (IIT Ropar, India), Vishwesha Guttal (IISc, India), Mohit Kumar Jolly (IISc, India) and Sudipta Kumar Sinha (IIT Ropar, India) DATE: 19 September 2022 to 30 September 2022 VENUE: Ramanujan Lecture Hall an
From playlist TIPPING POINTS IN COMPLEX SYSTEMS (HYBRID, 2022)
Sarah Vigeland - Supermassive Black Holes and Merging Galaxies - IPAM at UCLA
Recorded 15 November 2021. Sarah Vigeland of the University of Wisconsin-Milwaukee presents "Supermassive Black Holes and Merging Galaxies: Low-Frequency Gravitational Wave Detection with Pulsar Timing Arrays" at IPAM's Workshop III: Source inference and parameter estimation in Gravitation
From playlist Workshop: Source inference and parameter estimation in Gravitational Wave Astronomy
Etienne Pardoux: Uniqueness of the filtering equations in the space of measures
HYBRID EVENT Recorded during the meeting " Probability/PDE Interactions: Interface Models and Particle Systems " the April 28, 2022 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by world
From playlist Probability and Statistics
Jeannette Woerner: Limit theorems for Bessel and Dunkl processes of large dimensions
HYBRID EVENT Recorded during the meeting "Modern Analysis Related to Root Systems with Applications" the October 19, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathe
From playlist Virtual Conference
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
Homogenization and Correctors for Linear Stochastic Equations in.... by Mogtaba A. Y. Mohammed
DISCUSSION MEETING Multi-Scale Analysis: Thematic Lectures and Meeting (MATHLEC-2021, ONLINE) ORGANIZERS: Patrizia Donato (University of Rouen Normandie, France), Antonio Gaudiello (Università degli Studi di Napoli Federico II, Italy), Editha Jose (University of the Philippines Los Baño
From playlist Multi-scale Analysis: Thematic Lectures And Meeting (MATHLEC-2021) (ONLINE)
Michèle Thieullen: An Hodgkin-Huxley neuron receiving a random periodic signal [...]
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 Probability and Statistics
Mario Pulvirenti - From a stochastic particle system to the BGK equation
Mario Pulvirenti (Università di Roma "La Sapienza") From a stochastic particle system to the BGK equation. I discuss the convergence of a stochastic particle system to the solutions of the BGK equation. Research in collaboration with M. Hauray and P. Butta.
From playlist Large-scale limits of interacting particle systems
In this video lecture first law of thermodynamics for an open system is explained in a practical way. Here concepts like closed system, open system, flow work, enthalpy and energy transfer are explained in a practical manner.
From playlist Mechanical Engineering