https://wikicshse.ru/index.php?action=history&feed=atom&title=Markov_ChainsMarkov Chains - История изменений2026-06-06T12:12:46ZИстория изменений этой страницы в викиMediaWiki 1.45.3https://wikicshse.ru/index.php?title=Markov_Chains&diff=468&oldid=previmported>Svsamsonov: Migrated current public revision from wiki.cs.hse.ru2023-03-22T19:51:03Z<p>Migrated current public revision from wiki.cs.hse.ru</p>
<p><b>Новая страница</b></p><div>== Lecturers and Seminarists ==<br />
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{| class="wikitable" style="text-align:center"<br />
|-<br />
|| Lecturer || [https://www.hse.ru/staff/anaumov Naumov Alexey ] || [anaumov@hse.ru] || T924<br />
|- <br />
|| Seminarist || [https://www.hse.ru/org/persons/219484540 Samsonov Sergey] || [svsamsonov@hse.ru] || T926<br />
|-<br />
|}<br />
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== About the course ==<br />
This page contains materials for Markov Chains course in 2022/2023 year, mandatory one for 1st year Master students of the MML program (HSE and Skoltech).<br />
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== Grading == <br />
The final grade consists of 3 components (each is non-negative real number from 0 to 10, without any intermediate rounding) :<br />
* O<sub>HW</sub> for the hometasks<br />
* O<sub>Mid-term</sub> for the midterm exam<br />
* O<sub>Exam</sub> for the final exam <br />
The formula for the final grade is <br />
* O<sub>Final</sub> = 0.3*O<sub>HW</sub> + 0.3*O<sub>Mid-term</sub> + 0.4*O<sub>Exam</sub> + 0.1*O<sub>Bonus<br />
with the usual (arithmetical) rounding rule.<br />
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[https://docs.google.com/spreadsheets/d/1MPWVIkgxyotHU-P5cE7Gik4C6RTWxTnAVK8Btl7Fw3Y/edit?usp=sharing '''Table with grades''']<br />
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== Lectures and Seminars ==<br />
*[https://www.overleaf.com/9489127129cmhvpvfjnkdd '''Link to course materials in overleaf''']<br />
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==Homeworks ==<br />
*[https://disk.yandex.ru/i/qD_CQiDVxIqo2A Homework #1, deadline: 29.01.23, 23:59]<br />
*[https://disk.yandex.ru/i/-TY-cqmLBBkkWw Homework #2, deadline: 12.03.23, 23:59]<br />
*[https://disk.yandex.ru/i/2prtmHdr-KDXsA Homework #3, deadline: 30.03.23, 23:59], [https://colab.research.google.com/drive/1lB3b4Mid6rrTwjBl1BR5d4Cp6xq13ck6?usp=sharing Collab notebook]<br />
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== Exam ==<br />
Exam will take place on Saturday, 01.04.2023. Exam is organised at room TBD. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted.<br />
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*[https://disk.yandex.ru/i/YWdcDMA1DNm_TA List of exam questions]<br />
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==Midterm ==<br />
Midterm will take place on Saturday, 21.01.2023. Midterm is organised at T926. Please split into 2 groups: first group starts exam at 09:00, second group starts at 11:00. You can book an exam slot below. Exam question will contain 1 theoretical question and 1 problem. Using any materials, electronic devices is allowed during preparation, but not during the answer. The proofs that were not given in the lectures/seminars can be omitted.<br />
<br />
*[https://disk.yandex.ru/i/5Bb0GVXctY-gAw List of midterm qustions]<br />
*[https://docs.google.com/spreadsheets/d/1TddbWGqyxmFc-tT8b2JVSu_JwqZsGdPAmOI0WzIhJ6I/edit?usp=sharing Link to exam slots]<br />
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== Recommended literature (1st term) ==<br />
*http://www.statslab.cam.ac.uk/~james/Markov/ - Cambridge lecture notes on discrete-time Markov Chains<br />
*https://link.springer.com/book/10.1007%2F978-3-319-97704-1 - book by E. Moulines et al, you are mostly interested in chapters 1,2,7 and 9 (book is accessible for download through HSE network)<br />
*https://link.springer.com/book/10.1007%2F978-3-319-62226-2 - Stochastic Calculus by P. Baldi, good overview of conditional probabilities and expectations (part 4, also accessible through HSE network)<br />
*https://elearning.unimib.it/pluginfile.php/583708/mod_resource/content/1/1-conditional-law.pdf - Probability kernels and (regular) conditional probabilities, to the first lecture.</div>imported>Svsamsonov