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Discrete Stochastic Processes: Tools for Machine Learning and Data Science by Privault, Nicolas

Discrete Stochastic Processes: Tools for Machine Learning and Data Science

by Privault , Nicolas
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Book cover type: Paperback
  • ISBN13: 9783031658198
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 300
  • Original Price: EUR 54.99
  • Language: English
  • Edition: N/A
  • Item Weight: 427 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.

Nicolas Privault received a PhD degree from the University of Paris VI, France. He was with the University of Evry, France, the University of La Rochelle, France, and the University of Poitiers, France. He is currently a Professor with the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore. His research interests are in the areas of stochastic analysis and its applications.

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