Privault N Discrete Stochastic Processes Tools for ML and Data Science 2024
General:
Name: Privault N Discrete Stochastic Processes Tools for ML and Data Science 2024
Format: pdf
Size: 12.26 MB
Book:
Title: Discrete Stochastic Processes
Author: Nicolas Privault
Language: polski
Year: 2024
Subjects: Science & Technology, Mathematics, Probability Theory
Publisher: Springer-Verlag New York, LLC
ISBN: 9783031658204
Total pages: 294
Description:
This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.
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