Mini-course "Introduction to Markov chains and Markov processes" by Professor Eric Moulines (Ecole Polytechnique, HSE)

Eric Moulines, is a Professor at the Center for Applied Mathematics of École Polytechnique, member of the French Academy of Sciences and scientific supervisor of the International laboratory of stochastic algorithms and high-dimensional inference of the National Research University Higher School of Economics. Eric Moulines is the leading international expert in machine learning, mathematical and computational statistics, as well as non-linear time series analysis and Markov chains. He is an author of more than 100 papers in leading journals of the field. He received the CNRS Silver Medal in 2010 and the Grand Prize of the French Academy of Sciences in 2011. He was elected to the French Academy of Sciences in 2017.

Mini-course will cover the following topics: - Definition and construction of Markov chains,  - Reversibility, - Strong Markov properties, stopping times, potential functions, - Quick theory of the convergence of Harris Markov chain, - Some examples and experiments. Schedule: November 17 (Saturday) 12 :00 - 15:00    room 205 November 21 ( Wednesday) 10:30 - 13:30    room 205

For the pass to the building, please  send your first and last name to Vlada Kuznetsova (vkuznecova@hse.ru)