Upcoming Gigs: Newell-Simon Hall
Next week and the week after, I will attempt to convey everything in
and my research which is
relevant to machine learning in two one-hour talks on stochastic
processes, over lunch.
- "Stochastic Processes and Their Prediction", Monday, 5 November 2007, 12 noon in 1507 Newell-Simon Hall, Carnegie Mellon University
- Abstract: Stochastic processes are collections of interdependent
random variables; this talk will be an overview of some of the main concepts,
and ways in which they might interest people in machine learning. After a
brief mathematical introduction, I focus on stochastic processes whose
variables are indexed by time, which are closely related to dynamical systems.
The key problem here is understanding the dependence of the variables across
time, and the different sorts of long-run behavior to which it can give rise.
I will talk about various kinds of dependence structure, especially Markov
dependence; how to give Markovian representations of non-Markovian processes;
and how to use these Markovian representations for prediction. Finally, I'll
close with some recent work on discovering predictive Markovian representations
from time series.
- "TBD", Monday, 12 November 2007, 12 noon in 1507 Newell-Simon Hall
- Abstract: TBD.
If I am good, the hour next week will actually be enough to cover the
material in the abstract, and the week after I'll talk about stochatic
processes in space. If not, I'll finish up. (In other
words: lectures will continue until morale improves.)
Enigmas of Chance;
Posted at October 31, 2007 12:30 | permanent link