MS-C2111 - Stochastic Processes, Lecture, 23.10.2023-13.12.2023

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  General
  What's next? If you're interested in learning more about probabilistic models, check you the following courses in the Spring semester:

  • Probability Theory(period III)
  • Percolation  (period V)
  • Brownian Motion and Stochastic Analysis(spring 2025)

  
  

  This course will get you introduced to stochastic processes, the theory of time-dependent random phenomena. You learn to mathematically model and analyze, for instance, particle and population flows using Markov processes and unpredictable time instants using Poisson processes.
  

  What are stochastic processes about? Check out the 15min introductory video by Lasse Leskelä (start at time 03:20 in the video link)! Why are stochastic processes useful? Well, for example reinforcement learning algorithms base on theory of stochastic processes: see the video: 

  
  

  See the course syllabus for details on schedules, grading, and other arrangements.
  

  
  

  In brief, the course comprises the following activities:

  • lectures (optional): 2 times/week in lecture room D (Y122)
  • exercise classes (optional, give bonus points): 2 times/week (see tab "Exercise sessions")
  • homework problems (handed in and graded, optional but can contribute significantly to the grade): due 2 times/week
  • quizzes in MyCourses (optional, give bonus points): 2 times/week; except only once in the first lecture week
  • written exam 13.12.2023 (see tab "Exam")

  
  The course can be passed in two ways (the option that gives the better grade will be implicitly chosen for you):
  
  

  • Via written exam + handed-in homework (both affect the grade, exam 60% and homework 40%); you can gain bonus points from the in-person exercise classes and online quizzes. 

  • Via written exam only (100% grade from exam points).

  
  In either case, you must gain a certain (to be determined) amount of points from the exam.
  
  Grading will be performed as follows, using a monotone deterministic function f:
  
  

  • Passing via written exam + handed-in homework: The grade is determined by the formula $f(3e/5 + 12h/55 + (b/5)^{2/3})$ where e are the points from the exam (max. 24p), h are the points from the returned homework (max. 44p), and b = q + c are the bonus points, where q are the points from the online quizzes (max. 11p) and c are the points from the classroom exercises (max. 12p). 
  • Passing via written exam only: The grade is determined by the formula f(e), where e are the points from the exam (max. 24p).
    

  
  

  You need to log in with your Aalto credentials to access the full content.

  
  

  The head TA (Osama Abuzaid) has the final office hour on Thursday 7.12. 15:00-16:00 in Y250a.
  

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