Stochastic Methods (Lecture)

Instructors: Illia Horenko

Academic Programs: Master of Science in Informatics: Applied Mathematics and Computational Science

Workload: 6 ECTS


Many of the real-life applications (e.g., in banking/insurance, mechanics, medicine, etc.) can be only approached, modelled and computed as stochastic (or random) processes. The aim of this course is to introduce the most essential mathematical concepts and computational methods from the area of stochastic and random processes. Besides of gaining the theoretical and practical background in the areas of stochastic calculus, random processes and uncertainty quantification, the participants will gain practical skills by doing supervised short research projects from real-life applications. The recurrent theme of the course is in establishing a joint stochastic/statistic perspective for various computational methods and algorithms from computational science, machine learning and informatics.


Computational Science

Use computers to simulate the world to answer «What would happen if ...»? More...

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