Course Unit Code | 470-2406/01 |
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Number of ECTS Credits Allocated | 4 ECTS credits |
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Type of Course Unit * | Compulsory |
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Level of Course Unit * | First Cycle |
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Year of Study * | Third Year |
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Semester when the Course Unit is delivered | Summer Semester |
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Mode of Delivery | Face-to-face |
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Language of Instruction | Czech |
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Prerequisites and Co-Requisites | Course succeeds to compulsory courses of previous semester |
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Name of Lecturer(s) | Personal ID | Name |
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| KRA0220 | Ing. Jan Kracík, Ph.D. |
Summary |
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Mathematical models of real world systems are often loaded with uncertainty caused by random input parameters, model imprecision, imprecise data, etc. Probability theory is often used for repreenting quantifying the uncertainty in the models. |
Learning Outcomes of the Course Unit |
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Students get acquainted with a probabilistic approach to uncertainty in real world models. |
Course Contents |
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Static models with random inputs
Monte Carlo methods
Linear dynamical models with Gaussian noise
Kalman filter
Bayesian approach to inverse problems
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Recommended or Required Reading |
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Required Reading: |
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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. |
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.
MANDL, Petr. Pravděpodobnostní dynamické modely. Praha: Academia, 1985. Československá akademie věd. |
Recommended Reading: |
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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 |
Vitásek, E.: Numerické metody. SNTL Praha, 1987.
W. E. Boyce, R. C. DiPrima: Elementary differential equations. Wiley, New York 1992 |
Planned learning activities and teaching methods |
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Tutorials, Project work |
Assesment methods and criteria |
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Task Title | Task Type | Maximum Number of Points (Act. for Subtasks) | Minimum Number of Points for Task Passing |
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Graded credit | Graded credit | 100 | 51 |