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
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
21. Stochastic Differential Equations
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Choongbum Lee This lecture covers the topic of stochastic differential equations, linking probability theory with ordinary and partial differential
From playlist MIT 18.S096 Topics in Mathematics w Applications in Finance
Prob & Stats - Markov Chains (8 of 38) What is a Stochastic Matrix?
Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what is a stochastic matrix. Next video in the Markov Chains series: http://youtu.be/YMUwWV1IGdk
From playlist iLecturesOnline: Probability & Stats 3: Markov Chains & Stochastic Processes
Dr Lukasz Szpruch, University of Edinburgh
Bio I am a Lecturer at the School of Mathematics, University of Edinburgh. Before moving to Scotland I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of Oxford-Man Institute for Quantitative Finance. I hold a Ph.D. in mathematics fr
From playlist Short Talks
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
Stochastic density functional theory....(Lecture 01) by David Dean
ORGANIZERS: Abhishek Dhar and Sanjib Sabhapandit DATE: 27 June 2018 to 13 July 2018 VENUE: Ramanujan Lecture Hall, ICTS Bangalore This advanced level school is the ninth in the series. This is a pedagogical school, aimed at bridging the gap between masters-level courses and topics in
From playlist Bangalore School on Statistical Physics - IX (2018)
Markov processes and applications-3 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
Yier Lin (Columbia) -- Short time large deviations of the KPZ equation
We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $\sqrt{\epsilon}$ to the noise, and establish an LDP for the trajectory of the solution. Such a F
From playlist Columbia SPDE Seminar
Francois Baccelli: High dimensional stochastic geometry in the Shannon regime
This talk will focus on Euclidean stochastic geometry in the Shannon regime. In this regime, the dimension n of the Euclidean space tends to infinity, point processes have intensities which are exponential functions of n, and the random compact of interest sets have diameters of order squa
From playlist Workshop: High dimensional spatial random systems
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić