MVE550 Stochastic processes and Bayesian inference Autumn 21
Course PM
This page contains the program of the course. Other information, such as learning outcomes, teachers, literature, examination, and old exams, are in a separate course PM.
Program
The schedule of the course is in TimeEdit and in the table below. Each week there are two lectures, each lecture directly followed by an exercise session.
The lectures will be possible to follow either in the lecture room or live on-line, and will be recorded. To follow the lectures on-line, use zoom with the link https://chalmers.zoom.us/j/65679991152 and password 135791.
Details about the literature is found in the course PM; the relevant chapters for the different lectures are listed in the table below. Overheads and other material used in the lectures will be posted on Canvas (mostly) before the lectures.
The exercise sessions are off-line, but some videos where exercises are solved will be available on-line. There will be two parallel exercise sessions, and you can choose to attend either (or none). The teachers will demonstrate solutions to specific exercises, listed in the table below, and there will be time for discussions and individual help. Lists of additional recommended exercises are also found below. Generally exercise sessions will focus on material from the lecture half a week earlier, so you have time between the lecture and the exercise class to work on the exercises.
Assignments
An important part of the course are the three obligatory assignments. They should be solved and submitted in small groups of 2-3 students. The groups are created by the students themselves, go to "People" and "Groups". It may be a good idea to find a group directly, as you can then get started working together with somebody. One way to find group partners is to use "Discussions" here in Canvas. For more details on the assignments go to the list at the bottom of this page.
Piazza
We will try using Piazza for class discussions. In this system, you may post your questions, even anonymously, and answer questions from other students. The course teachers will also look at and answer questions. To participate you must use our class signup link. Technical questions may be directed towards team@piazza.com.
Lectures and exercise classes
| Contents | Study material | Meeting |
|---|---|---|
| Lecture 1: Introduction and review |
Dobrow Chapter 1 + Appendices A, B, C, D |
Tuesday 2/11 13:15 - 15:00, GD-Salen. |
| Exercises |
Dobrow Chapter 1: 6, 9, 10, 14, 16, 20, 24, 30, 32, 35 . Answers to these exercises in Chapter 1 of Dobrow can be found here Recorded solutions: |
Tuesday 2/11 15:15 - 17:00, SB-L200 or SB-L216. All exercise classes will be in these rooms. |
| Lecture 2: Basics of Bayesian inference |
Compendium Chapter 1 |
Thursday 4/11 13:15 - 15:00, GD-Salen |
| Exercises |
Continue with the exercise list from Tuesday. |
Thursday 4/11 15:15 - 17:00 |
| Lecture 3: Markov chains |
Dobrow Chapters 2 and 3 |
Tuesday 9/11 13:15 - 15:00, HB3 |
| Exercises |
Compendium Chapter 1: 3, 4, 6, 7, 8, (9, 10). Recorded video of earlier exercise session (question 1.11) can be found here Link Recorded solutions: Exercise C_1_3_a, Exercise C_1_3_b, Exercise C_1_3_c |
Tuesday 9/11 15:15 - 17:00 |
| Lecture 4: Markov chains |
Dobrow Chapter 3 |
Thursday 11/11 13:15 - 15:00, HB3 |
| Exercises |
Dobrow Chapter 2: 2, 7, 10, 14, 16 17, 18 20, 21, 22, 26. Video recording Answers can be found here An earlier recorded exercise session (exercise 2.14) can be found here Recorded Solutions: Exercise 2.1 Exercise 2.11 |
Thursday 11/11 15:15 - 17:00 |
| Lecture 5: Hidden Markov Models (HMM), inference |
Compendium Chapters 2 and 3 |
Tuesday 16/11 13:15 - 15:00, HC1 |
| Exercises |
Dobrow Chapter 3: 2, 5, 9, 14, 18, 22, 30, 35, 38, 41, 46, 64. Answers can be found here An earlier recorded exercise session (exercise 3.54) can be found here |
Tuesday 16/11 15:15 - 17:00 |
| Lecture 6: Branching processes |
Dobrow Chapter 4 |
Thursday 18/11 13:15 - 15:00, HA4 |
| Exercises |
Questions 1, 2, 3, 6 from Compendium chapter 3. Recording of exercise session. Earlier recorded solutions: C_2_3_a, C_2_3_b, C_2_3_c, C_2_3_d, C_2_3_e, C_2_3_f |
Thursday 18/11 15:15 - 17:00 |
| Lecture 7: Markov chain Monte Carlo (MCMC) |
Dobrow Chapter 5 |
Tuesday 23/11 13:15 - 15:00, HB3 |
| Exercises |
Dobrow Chapter 4: 2, 5, 6, 8, 12, 19, 20, 26, 29 The recorded exercise session can be found here. |
Tuesday 23/11 15:15 - 17:00 |
| Lecture 8: Inference for branching processes, MCMC for inference |
Compendium Chapters 4 and 5 |
Thursday 25/11 13:15 - 15:00, GD-Salen |
| Exercises |
Dobrow Chapter 5: 2, 4, 5, 6, 8 R solution 5.5 Recorded solutions: 5.8 |
Thursday 25/11 15:15 - 17:00 |
| Lecture 9: Poisson processes |
Dobrow Chapter 6 Overheads, R code, Video, WB1, WB2, WB3, WB4, WB5, WB6, WB7, WB8, WB9 |
Tuesday 30/11 13:15 - 15:00, HB3 |
| Exercises |
Dobrow Chapter 5: 9, 17, 18, 19 Recorded videos from earlier exercise session (exercise 5.19) can be found here: Part 1 Part 2 |
Tuesday 30/11 15:15 - 17:00 |
| Lecture 10: Continuous-time Markov chains |
Dobrow Chapter 7 |
Thursday 2/12 13:15 - 15:00, KE |
| Exercises |
Dobrow Chapter 6: 2, 5, 8, 10, 14, 16, 21, 24 An earlier exercise session (exercise 6.21) can be viewed here Recorded solutions: 6.8 |
Thursday 2/12 15:15 - 17:00 |
| Lecture 11: Continuous-time Markov chains |
Dobrow Chapter 7 Overheads, R code (see also R code for last lecture), Video, WB1, WB2, WB3, WB4 |
Tuesday 7/12 13:15 - 15:00, HB3 |
| Exercises |
Dobrow chapter 6: 14, 16, 21, 24 Dobrow Chapter 7: 1, 4 Recorded solution: 7.4 |
Tuesday 7/12 15:15 - 17:00 |
| Lecture 12: Brownian motion |
Dobrow Chapter 8 |
Thursday 9/12 13:15 - 15:00, GD-Salen |
| Exercises |
Dobrow Chapter 7: 5, 6, 12, 14, 18, 20 |
Thursday 9/12 15:15 - 17:00 |
| Lecture 13: Brownian motion |
Dobrow Chapter 8 Overheads, R code, Video, WB1, WB2, WB3, WB4, WB5, WB6, WB7, WB8, WB9, WB10 |
Tuesday 14/12 13:15 - 15:00, HB3 |
| Exercises |
Dobrow Chapter 7: 23, 26, 30, 34, 39 Dobrow Chapter 8: 1, 2 An earlier exercise session can be found here |
Tuesday 14/12 15:15 - 17:00 |
| Review |
Remaining parts of Chapter 8. Review. Exam tips. |
Thursday 16/12 13:15 - 15:00, HB2 |
|
Dobrow Chapter 8: 6, 9, 16, 18, 19, 22, 25, 26, 29 |
Thursday 16/12 15:15 - 17:00 |
Answers to exercises: Click here
The following sections of Dobrow are NOT part of the curriculum: 3.9, 3.10, 5.5, 5.6, 6.8, 9.1,9.2,9.3.
Course summary:
| Date | Details | Due |
|---|---|---|