Výuka v letním semestru 2019/2020

Seminář Pravděpodobnostní a statistické problémy (NMSA170) - Čtvrtek 9:00, K2

Podmínky získání zápočtu: aktivní účast, nejvýše 3 absence.

Materiály ke cvičení:
První hodina (20.2.2020)
Druhá hodina (27.2.2020), urnové modely
Třetí hodina (5.3.2020)
Čtvrtá a pátá hodina (samostudium, 12.3. a 19.3.2020): geometrická pravděpodobnost, úlohy s řešením
Šestá hodina (samostudium, 26.3.2020): nezávislost, úlohy v tomto týdnu zadané nejsou
Sedmá a osmá hodina (samostudium, 2.4. a 9.4.2020): podmíněná pravděpodobnost, úlohy
Devátá a desátá hodina (samostudium, 16.4. a 23.4.2020): Bayesova věta, úlohy
Jedenáctá a dvanáctá hodina (samostudium, 30.4. a 7.5.2020): Diskrétní náhodné veličiny, úlohy
Třináctá a čtrnáctá hodina (samostudium, 14.5. a 21.5.2020): Příklady rozdělení náhodných veličin, úlohy

Cvičení z Prostorového modelování (NMTP438) - Pondělí 14:00, K11

Podmínky získání zápočtu: aktivní účast na cvičení, přednesení alespoň dvou referátů.

Materiály ke cvičení:
Zadání úloh ke cvičení
Náhodná pole na mřížích: ukázkový skript, ukázky v pdf, ilustrace Isingova modelu.
Bodové procesy: ukázky v pdf.



Teaching in winter semester 2019/2020

Exercise class on Spatial Statistics (NMST543) - Tuesday 14:00, K10A

Requirements for obtaining the course credit: regular attendance, a short individual project. Project presentations are scheduled on Monday 13.1.2020 at 14:00, room K3.

Materials for the exercise classes:
Part I. (point processes, intensity)
Part II. (point processes, K-function)
Part III. (point processes, assessing interactions)
Part IV. (point processes, Monte Carlo and envelope tests)
Part V. (point processes, model fitting)
Part VI. (point processes on linear networks)
Part VII. (marked point processes)
Part VIII. (geostatistics, variogram, example)
Part IX. (geostatistics, kriging)
Part X. (random fields on a lattice)

Exercise class on Probability Theory 2 (NMSA405) - Monday 14:00, K5; Friday 9:00, K8

Requirements for obtaining the course credit: active participation (at most 3 absences), two homework assignments.

Materials for the exercise classes:
Exercise sheets, version 13.12.2019.
Sets of sequences of real numbers (solution on the second page).

Exercise class on Stochastic Processes 2 (NMSA409) - Monday 10:40, K2; Tuesday 9:00, K6

Requirements for obtaining the course credit are given here. Note that the classes employ a variety of active learning strategies - some background material and reading is available here. Comments on the structure of the course are given here (in Czech).

Moodle for our course can be found here.

A collection of exercises with solution is available here (version 8.2.2018). English lecture notes are available here.

An example of the test assignment is available here.

The second exam takes place on Tuesday 7th January (for the Tuesday group) and Friday 10th January, 14:00 at K6 (for the Monday group - please contact me if this does not suit you). The second-chance test takes place on Thursday 16th January at 14:00 in the room K6.
Results of the second exam of the Tuesday class are here. For successfully passing the test at least 10 points out of 14 need to be obtained.
Results of the second exam of the Monday class are here. For successfully passing the test at least 10 points out of 14 need to be obtained.

The first exam dates are for the Monday group: 18.11.2019 at the regular class; for the Tuesday group: MONDAY 11.11.2019 at 12:20 in the room K6. The second-chance test takes place on Monday 2.12. 2019 at 12:20 in the room K9.

Results of the first exam are here and here.

Recommended literature:
Prášková, Z.: Základy náhodných procesů II, Karolinum, Praha, 2007.
Brockwell P.J., Davis R.A.: Time series: Theory and Methods, Springer-Verlag, New York, 1987.

Materials for the exercise classes:
Block A, autocovariance function and stationarity.
Block B, L2-properties of stochastic processes.
Block C, spectral decomposition of the autocovariance function.
Block D, linear models of time series.
Block E, ergodicity, prediction.