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Models with Uncertainty

Type of study Bachelor
Language of instruction Czech
Code 470-2406/01
Abbreviation MN
Course title Models with Uncertainty
Credits 4
Coordinating department Department of Applied Mathematics
Course coordinator Ing. Jan Kracík, Ph.D.

Subject syllabus

Static models with random inputs
Monte Carlo methods
Linear dynamical models with Gaussian noise
Kalman filter
Bayesian approach to inverse problems

E-learning

Basic materials are available on the educator's website: https://lms.vsb.cz/course/view.php?id=130999

Literature

JAYNES, Edwin T., BRETTHORST, G. Larry, ed. Probability theory: the logic of science. Cambridge: Cambridge University Press, 2003. ISBN 0-521-59271-2 .

ROBERT, Christian P. a George. CASELLA. Monte Carlo statistical methods. 2nd ed. New York: Springer, c2004. ISBN 0-387-21239-6.

Advised literature

W.H. Press, B.P. Flannery, S.A. Teukolski, W.T. Vetterling, Numerical Recipes in C. Cambridge University Press, 1990.

W. E. Boyce, R. C. DiPrima: Elementary differential equations. Wiley, New York 1992


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