MATH-426 / 5 credits

Teacher:

Language: English

Remark: pas donné en 2022-2023

## Summary

This is an introductory course on Gaussian fields and processes - or more shortly, on Gaussian magic. By discussing both the general theory and concrete examples, we will try to understand where and how Gaussian processes appear, and how to study them.

## Required courses

Mathematics Bachelor's level knowledge of analysis, linear algebra and probability (for example, the Bloc "Science de Base" in EPFL Mathematics Bachelor's program).

## Recommended courses

From the Bachelor's program: Martingales and applications; Stochastic processes;
From the Master's program: Probability theory, Theory of Stochastic calculus.

## Learning Outcomes

By the end of the course, the student must be able to:

• Recognize Gaussian processes
• Characterize Gaussian processes
• Analyze Gaussian processes

## Teaching methods

Lectures and exercise classes.

## Assessment methods

Oral exam

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

## Supervision

 Office hours No Assistants Yes Forum No

## Bibliography

Will be discussed in class.

## In the programs

• Semester: Spring
• Exam form: Oral (summer session)
• Subject examined: Gaussian processes
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Spring
• Exam form: Oral (summer session)
• Subject examined: Gaussian processes
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Spring
• Exam form: Oral (summer session)
• Subject examined: Gaussian processes
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks
• Semester: Spring
• Exam form: Oral (summer session)
• Subject examined: Gaussian processes
• Lecture: 2 Hour(s) per week x 14 weeks
• Exercises: 2 Hour(s) per week x 14 weeks

## Reference week

 Mo Tu We Th Fr 8-9 9-10 10-11 11-12 12-13 13-14 14-15 15-16 16-17 17-18 18-19 19-20 20-21 21-22