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Supersymmetric theory of stochastic dynamics
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Optimal Linear Response: Stochastic Dynamical Systems
Explores optimal linear response for stochastic dynamical systems, addressing perturbations and mixing rate optimization.
Explicit Stabilised Methods: Applications to Bayesian Inverse Problems
Explores explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems, covering optimization, sampling, and numerical experiments.
Untitled
Langevin dynamics: Path Integral Methods
Covers Langevin dynamics, Fokker-Planck equation, solving the Langevin equation, and efficiency of Langevin sampling in molecular dynamics.
Stochastic Integral: Isometry Continuity
Covers stochastic integrals, emphasizing isometry and continuity properties in martingales and different spaces.
Fokker-Planck & KPZ Equations
Explores the Fokker-Planck and KPZ equations in stochastic processes and random growth models.
Score-based Generative Modelling
Explores score-based generative modelling through stochastic differential equations, emphasizing denoising score matching and diffusion probabilistic models.
Escape noise
Explores escape noise in computational neuroscience, covering stochastic intensity, interspike intervals, likelihood functions, noise model comparison, and rate versus temporal codes.
Signals and Systems: Introduction
Introduces the fundamental concepts of Signals and Systems course, emphasizing practical applications of system behavior analysis.
Stochastic Calculus: Interest Rate Models
Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.