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 |
| KommVV: | |
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Content: |
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. |