MSc Seminar on Gaussian processes


Setting: Tuesday 14:15 (starting in November)
Enrolement: If interested, please get in touch with one of the professors.
Professor: Prof. Dr. Steffen Dereich, Prof. Dr. Martin Huesmann

This seminar in the course overview


Gaussian processes form an important class of stochastic processes with the Brownian motion being its most prominent example. Their theory is a powerful set of tools for probabilistic modelling. In this seminar, we develop the general theory of Gaussian processes and analyse particular examples.
Literature: Lectures on Gaussian Processes by Lifshits, Mikhail, Springer, 2012
Learnweb On this page Learnweb you find the link to the Zoom meeting on 14th of July.