Мини-курс "Introduction to Markov chains and Markov processes", Профессор Eric Moulines (Ecole Polytechnique, HSE)
On November 17, 21 Eric Moulines (Professor at Ecole Polytechnique, Academic Supervisor of HDI Lab HSE) will give a mini-course "Introduction to Markov chains and Markov processes".
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.
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Mini-course will cover the following topics:
- Definition and construction of Markov chains,
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