stochastic_processes

Smooth transforms of Gaussian noise Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces 2014-11-25 – 2022-05-12
SLAM Simultaneous Location and Mapping 2014-11-25 – 2022-04-28
Change points Looking for regime changes in stochastic processes. a.k.a. Switching state space models 2021-11-29 – 2022-04-01
Subordinators Non-decreasing Lévy processes with weird branding 2019-10-14 – 2022-02-24
Contact tracing Reverse engineering social graphs for the control of contagions of pathogens, subversive ideology and other substances of interest 2020-03-21 – 2021-07-28
Media virality Strategic modelling for content creators 2016-08-30 – 2021-07-15
Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17
Chaos expansions Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc 2020-05-21 – 2021-02-15
Covariance functions Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap 2019-09-16 – 2021-01-05
Bandit problems Also reinforcement learning and stochastic control 2014-11-27 – 2020-10-16
Infinitesimal generators Generators of the transition semi-group, connection to Kolmogorov forward equations 2017-05-29 – 2020-02-05