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Lecture: Stochastics - Details
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General information

Subtitle Module: Stochastics
Course number 64279_S20
Semester SoSe 20
Current number of participants 287
Home institute Institut für Mathematik (E-10)
Courses type Lecture in category Teaching
First date Thu , 23.04.2020 08:00 - 09:30, Room: (K-0506)
Pre-requisites - Calculus
- Discrete algebraic structures (combinatorics)

- Propositional logic
Performance record Written exam
ECTS points 6

Course location / Course dates

(K-0506) Thursday: 08:00 - 09:30, weekly (10x)
n.a Thursday: 08:00 - 09:30, weekly

Comment/Description

Foundations of probability theory
- Definitions of probability, conditional probability
- Random variables, dependencies, independence assumptions, 
- Marginal and joint probabilities
- Distributions and density functions
- Characteristics: expected values, variance, standard deviation, moments
Practical representations for joint probabilities
- Bayessche Netzwerke
- Semantik, Entscheidungsprobleme, exakte und approximative Algorithmen
Stochastic processes
- Stationarity, ergodicity
- Correlations
- Dynamic Bayesian networks, Hidden Markov networks, Kalman filters, queues
Detection & estimation
- Detectors
- Estimation rules and procedures
- Hypothesis and distribution tests
- Stochastic regression

- Methoden der statistischen Inferenz, Likelihood und Bayes, Held, L., Spektrum 2008
- Stochastik für Informatiker, Dümbgen, L., Springer 2003
- Statistik: Der Weg zur Datenanalyse, Fahrmeir, L., Künstler R., Pigeot, I, Tutz, G., Springer 2010
- Stochastik, Georgii, H.-O., deGruyter, 2009
- Probability and Random Processes, Grimmett, G., Stirzaker, D., Oxford University Press, 2001
- Programmieren mit R, Ligges, U., Springer 2008

Admission settings

The course is part of admission "Zeitgesteuerte Anmeldung: Stochastics".
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  • The enrolment is possible from 06.03.2020, 00:00 to 29.04.2020, 23:59.