Statistical Learning Methods and Stochastic Control (Statistische Lernverfahren und Stochastische Regelungen) (3V/1U)

Lecturer

Prof. Dr.-Ing. Christian Ebenbauer

Assistant

Andrei Kramer Simon Michalowsky

Time and place (3h lecture + 1h exercise)

Wed. 11:30-13:00, V 9.31 Thu. 15:45-17:15, V9.22
Begin: Thursday, April 11, 2013

Course description

A major difficulty when modelling physical processes is uncertainty due to lack of data or knowledge, measurement errors or due to various unpredictable phenomena. One way of dealing with such situations and phenomena in order to provide more realistic models are stochastic modeling approaches and global statistical methods. This course provides an introduction to statistical learning methods and stochastic control. In particular: Stochastic modeling and likelihoods Bayesian learning Sampling methods Poisson Processes and differential equations Wiener Processes (Brownian motion) and differential equations

Handouts

ILIAS (Ingenieurwissenschaften-> Kybernetik).

No specific course prerequisites are required.