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Статистический анализ

Monday, 17 February 2020 11:01

Спецсеминар под руководством А.В. Прохорова, Д.В. Дмитрущенкова, Е.В. Хиль и А.В. Шкляева.

Работает с 2019 года.

Участники семинара обсуждают базовые направления статистического анализа: регрессию, кластерный анализ, дискриминантный анализ и другие. Часть материала дается руководителями курсов, часть составляют доклады студентов в рамках своей научной работы или учебных исследований.

В 2021 году состоит из трех различных программ:

"Анализ данных" (для 3 курса) - базовые элементы математической статистики, а также критерии согласия, проверки однородности, независимости и принадлежности параметрическому семейству, "Анализ данных: дополнительные главы" (для 4 курса) - регрессия, классификация, эмпирический процессы, "Анализ данных: факультатив" (для 5-6 курса) - полупараметрическая, непараметрическая статистика, байесовская статистика и другие темы.

Случайные блуждания, ветвящиеся процессы

Saturday, 01 September 2018 18:02

Годовой НИС под руководством М.В. Козлова, А.В. Шкляева, Д.В. Дмитрущенкова.

На семинаре обсуждаются вопросы из круга нашего научного интереса, прежде всего, предельные теоремы, связанные со случайными блужданиями и ветвящимися процессами.

Прикладная статистика случайных процессов

Saturday, 01 September 2018 18:33

НИС под руководством А.В. Прохорова и И.А. Кожевникова

Ветвящиеся процессы

Saturday, 01 September 2018 18:29

НИС под руководством В.И. Афанасьева

Дополнительные главы теории вероятностей и математической статистики

Saturday, 26 December 2015 18:26

Спецсеминар для студентов 3 курса.
Читается в течении года, преподаватель Михаил Борисович Лагутин.

Обязательный для студентов кафедральной группы на 3-м курсе, продолжительность - 1 год.

Темы по теории вероятностей (осенний семестр):

Случайное блуждание и принцип отражения.
Возвращение блуждания и закон арксинуса.
Центральная предельная теорема и устойчивый закон.
Степенные ряды и производящие функции.
Блуждание на плоскости и в пространстве.
Блуждание по m-мерной решётке.
Условное математическое ожидание.
Марковское свойство.
Эргодичность.
Ветвящийся процесс с дискретным временем.
Предельные теоремы для ветвящегося процесса.
Распределения экстремальных значений.
Правильно меняющиеся функции и устойчивые законы.

Темы по математической статистике (весенний семестр):
Критерии согласия.
Критерии проверки однородности выборок.
Кластер-анализ.
Корреляционный анализ.
Регрессионный анализ.
Классификация с обучением.
Ядерные оценки плотности.
Модели авторегрессии и скользящего среднего для временных рядов.

Семинар проходит в форме докладов студентов.

Просеминар для второго курса

Saturday, 26 December 2015 18:26

Просеминар для студентов 2 курса, интересующихся нашей специальностью

Читается полгода, руководители Михаил Васильевич Козлов, Александр Викторович Шкляев, Дмитрий Валерьевич Дмитрущенков.

Семинар проходит в формате сдачи листков с темами. Программа курса свободная, участники самостоятельно выбирают для себя программу изучения по множеству подготовленных руководителями тем, включающему различные разделы теории вероятностей, математической статистики и теории случайных процессов.

Материалы просеминара в течении семестра появляются в разделе Учебные материалы

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Additional information