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|
|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.