## Latest news

Welcome to the course! The schedule for the course can be
found in TimeEdit.

Course representatives:

Ebba Davidsson; debba (at) student.chalmers.se

Lirim Kadriu; kadriu (at) student.chalmers.se

Viktor Renberg; vikren (at) student.chalmers.se

Martin Sogno; martin.sogno (at) gmail.com

## Teachers

**Course coordinator: Petter
Mostad**

**Teaching assistant: Anton
Johansson**

## Course literature

Main textbook: Dobrow(D): Introduction to Stochastic Processes
with R. Available
as e-book at Chalmers. Note that R scripts used in the
book (as well as some errata), are available here.
Here is a list of the chapters and sections that are NOT part of
the curriculum: Sections 3.9, 3.10, Section 5.5, Section 6.8,
Section 7.7. Sections 8.5, 8.6. Chapter 9.

Lecture Notes(LN) on Bayesian inference will be made available
via Pingpong.

We will also use one chapter (Chapter 2, about Hidden Markov
Models) from Axelson-Fisk: "Comparative Gene Finding: Models,
Algorithms and Implementation". This chapter will be available
via Pingpong. Note:
We skip the Viterbi algorithm.

Reference literature: Insua,
Ruggeri, Wiper: Bayesian Analysis of Stochastic Process Models:
Available as e-book at Chalmers.
This book will only be used as reference.

English-Swedish mathematical dictionary

## Program

#### Lectures

Day |
Sections |
Contents |
---|---|---|

Monday 5/11 10:00 - 11:45: SB-H6 |
D: Chapter1 + Appendices A, B, C, D. |
Introduction and review. |

Wednesday 7/11 15:15 - 17:00: SB-H4 |
LN: Chapter 1 |
Basics of Bayesian inference. Conjugacy. |

Monday 12/11 10:00 - 11:45: SB-H4 |
D: Chapters 2, 3. |
Markov chains. |

Wednesday 14/11 15:15 -
17:00: SB-H4 |
D: Chapter 3 |
Markov chains. |

Monday 19/11 10:00 -
11:45: SB-H6 |
Axelson-Fisk: Chapter 2 (see Pingong. We skip
the Viterbi algorithm). LN: Chapter 2 |
Hidden Markov Models. Inference. |

Wednesday 21/11 15:15 -
17:00: SB-H4 |
D: Chapter 4 |
Branching processes |

Monday 26/11 10:00 - 11:45:
SB-H6 |
D: Chapter 5 |
Markov Chain Monte Carlo (MCMC) methods. |

Wednesday 28/11 15:15 -
17:00: SB-H4 |
D: Chapter 5. LN: Chapter 3 |
Methods for Bayesian inference. |

Monday 3/12 10:00 - 11:45:
SB-H6 |
D Sections 5.4, 5.6. |
MCMC |

Tuesday 4/12 8:00 -
9:45: SB-H3 |
D: Chapter 6 (except 6.8). |
Poisson processes. |

Monday 10/12 10:00 - 11:45:
SB-H4 |
D: Sections 7.1, 7.2, 7.3 |
Continuous-time Markov chains. |

Wednesday 12/12 15:15 -
17:00: SB-H4 |
D: Sections 7.4, 7.5, 7.6 |
Continuous-time Markov chains. |

Monday 17/12 13:15 -
15:00: SB-H4 |
D: Sections 8.1, 8.2, 8.3, 8.4. |
Brownian motion |

Tuesday 18/12 13:15 -
15:00: SB-H4 |
All |
Review. (Please mail requests for
content to Petter) |

#### Recommended exercises

(Please do additional exercises on your own. Note that
solutions to some odd-numbered exercises are available in an
appendix of Dobrow).

Day |
Exercises |
---|---|

Monday 5/11 13:15 - 15:00 ML3(Swe)-ML4(Eng) |
D: Chapter 1: 6, 9, 10, 14, 16, 20, 24, 30, 32, 35 |

Friday 9/11 10:00 - 11:45 ML3(Swe)-ML2(Eng) |
D: Chapter 1: rest of above exercises, and LN: Chapter
1: 3,4,6,7,8, (9,10). |

Monday 12/11 13:15 - 15:00 ML3 |
Rest of above exercises, and D: Chapter 2:
2,7,10,14,16,17,18,20,21,22,26 |

Friday 16/11 10:00 - 11:45 SB-L408 |
Rest of above, and D: Chapter 3: 2, 5, 9, 14, 18, 22,
30, 35, 38, 41, 46, 64 |

Tuesday 20/11 8:00 - 9:45 SB-L408 |
Rest of above, and LN: Chapter 2: 1 |

Friday 23/11 10:00 - 11:45 ML4 |
LN: Chapter 2: Rest of exercises. D:
Chapter 4: 5, 6, 8, 12, 19, 20, 26, 29. |

Tuesday 27/11 8:00 - 9:45 SB-L408 |
D: Chapter 4: Rest of exercises. |

Friday 30/11 10:00 - 11:45 SB-L408 |
D: Chapter 5: 2, 4, 5, 6, 8, 9, 17, 18. |

Monday 3/12 13:15 - 15:00 SB-L316 |
D: Chapter 5: 10, 11, 12, 13, 14, 16, 20 |

Thursday 6/12 15:15 - 17:00 SB-L408 |
D: Chapter 6: 2, 5, 8, 10, 14, 16, 21, 24 |

Monday 10/12 13:15 - 15:00 SB-L408 |
D: Chapter 6: 32, 44. D: Chapter 7: 1, 4,
5, 6, 12, 14. |

Friday 14/12 10:00 - 11:45 EL-43 |
D: Chapter 7: 18, 20, 23, 26, 30, 34, 39. |

Tuesday 18/12 8:00 - 9:45 EL-43 |
D: Chapter 8: 1, 2, 6, 9, 16, 18. |

Friday 21/12 10:00 - 11:45 SB-L408 |
Petter, and maybe Anton, will be available
for questions and help. |

## Computer labs

## Course requirements

The learning goals of the course can be found in the course plan.

## Assignments

There will be three obligatory home assignments, with deadlines
**Thursday 22/11**, **Thursday 6/12**, and **Thursday
20/12**, at 23:55, respectively. Each assignment will be
made available via Pingpong
two weeks before the deadline, and your answers should be
submitted via Pingpong. The assignments should be performed in
groups of 2 or 3 persons. These persons should create a project
group in Pingpong, and their answers should be submitted from
this group. See more details in Pingpong.

## Examination

The examination consists of two elements: The three obligatory
home assignments and a written examination at the end. Results
from these two elements are stored separately in Ladok, so they
may in principle be completed in different years. Both elements
must be completed to pass the course, but the passing grade is
determined by the grade on the written exam. The exam will give
a maximum of 30 points, with 12-17.5 points resulting in grade
3, 18-23.5 resulting in grade 4, and 24-30 points resulting in
grade 5.

At the exam, the only aids allowed is a Chalmers-approved
calculator.

## Examination procedures

In Chalmers Student Portal you can read about when exams are given and what rules apply on exams at Chalmers. In addition to that, there is a schedule when exams are given for courses at University of Gothenburg. Before the exam, it is important that you sign up for the examination. If you study at Chalmers, you can do this from the Chalmers Student Portal, and if you study at University of Gothenburg, you sign up via GU's Student Portal.At the exam, you should be able to show valid identification.

After the exam has been graded, you can see your results in Ladok by logging on to your Student portal.

**At the annual (regular) examination: **

When it is practical, a separate review is arranged. The date of
the review will be announced here on the course homepage. Anyone
who can not participate in the review may thereafter retrieve
and review their exam at the Mathematical
Sciences Student office. Check that you have the right
grades and score. Any complaints about the marking must be
submitted in writing at the office, where there is a form to
fill out.

** At re-examination: **

Exams are reviewed and retrieved at the Mathematical
Sciences Student office. Check that you have the right
grades and score. Any complaints about the marking must be
submitted in writing at the office, where there is a form to
fill out.

## Old exams

This is a new course, so there are no old exams. The questions
at the exam will be of roughly three types: Computational
examples where the theory is applied and the calculations can be
done by hand or calculator, theoretical questions where you are
asked to use the theory to derive some conclusions extending,
exemplifying, or reproducing the theory in Dobrow, and questions
surrounding how to do Bayesian inference for the models we
cover.

A trial exam is available here, with
suggested solutions here.

==

The course exam, on 2019-01-16, is given here, with suggested
solutions here.