Terminated in academic year 2023/2024

Models with Uncertainty

Type of study	Bachelor
Language of instruction	English
Code	470-2406/02
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

Literature

JAYNES, Edwin T., BRETTHORST, G. Larry, ed. Probability theory: the logic of science. Cambridge: Cambridge University Press, 2003. .

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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