Stochastic Optimization Courses and Certifications

Probability and Random Processes

3 ratings

Explore random variables, probability distributions, and stochastic processes through intuitive explanations and practical applications in parameter estimation and noisy measurements.

• YouTube
• 3 hours 30 minutes
• Self-Paced
• Free Video

Transient Dynamics - The Key to Ecological Understanding - Alan Hastings, SFI + UC Davis

Explore transient dynamics in ecology, challenging classical theory focused on long-term behavior. Examine implications for modeling, management, and understanding complex ecological systems.

• YouTube
• 1 hour
• Self-Paced
• Free Video

International Centre for Theoretical Sciences

Active Matter in Complex Environments (2023)

Explore cutting-edge research on active matter systems in complex environments through expert lectures covering bacterial transport, epithelial tissues, and confined particle dynamics.

• YouTube
• 1 day 7 hours 12 minutes
• Self-Paced
• Free Video

Simons Institute

Beyond Worst-Case Analysis - Panel Discussion

Experts discuss advanced algorithmic analysis, exploring beyond worst-case scenarios to improve efficiency and understanding in computer science and machine learning applications.

• YouTube
• 1 hour 10 minutes
• Self-Paced
• Free Video

Simons Institute

Implicit Regularization I

Explore implicit regularization in deep learning, covering boosting, complexity control, optimization landscapes, and stochastic gradient descent for effective model training.

• YouTube
• 1 hour 17 minutes
• Self-Paced
• Free Video

Alan Turing Institute

Deep Learning Volatility - Blanka Horvath, Kings College London

Explore deep learning for option pricing and calibration, including neural network perspectives, rough volatility, and model recognition in financial mathematics.

• YouTube
• 26 minutes
• Self-Paced
• Free Video

Alan Turing Institute

Optimisation - An Introduction: Professor Coralia Cartis, University of Oxford

Explore optimization techniques, from basic concepts to advanced methods, covering minimizers, derivatives, quadratic functions, and gradient methods for solving complex mathematical problems.

• YouTube
• 2 hours 31 minutes
• Self-Paced
• Free Video

Alan Turing Institute

Integrating Inference with Stochastic Process Algebra Models - Jane Hillston, Edinburgh

Explore probabilistic programming for continuous-time systems using ProPPA, an extension of Bio-PEPA. Learn parameter inference methods and applications in biology, ecology, and urban transport.

• YouTube
• 43 minutes
• Self-Paced
• Free Video

Institute for Pure & Applied Mathematics (IPAM)

Wasserstein Distributionally Robust Optimization - Theory and Applications in Machine Learning

Explore Wasserstein distributionally robust optimization theory and its applications in machine learning, focusing on data-driven decision-making under uncertainty and statistical learning.

• YouTube
• 1 hour 1 minute
• Self-Paced
• Free Video

International Centre for Theoretical Sciences

Introduction to Stochastic Modeling in Evolution - Lecture 1

Explore stochastic modeling in evolution, covering heritability, Mendel's experiments, neutral evolution, random genetic drift, and fixation probability through lectures and experiments.

• YouTube
• 1 hour 41 minutes
• Self-Paced
• Free Video

Simons Institute

Optimization Crash Course

Explore advanced optimization techniques and geometric methods for efficient problem-solving in this in-depth lecture by MIT's Ashia Wilson.

• YouTube
• 1 hour 7 minutes
• Self-Paced
• Free Video

International Centre for Theoretical Sciences

Statistical Physics of Biological Evolution by Joachim Krug

Explore stochastic models of population dynamics, including Wright-Fisher and Moran models, fixation, and diffusion theory. Delve into natural selection, experimental evolution, and genetic drift in biological systems.

• YouTube
• 1 hour 20 minutes
• Self-Paced
• Free Video

Pascal Poupart

Maximum Entropy Reinforcement Learning

Explore maximum entropy reinforcement learning, covering key concepts like soft Q-learning and soft actor-critic algorithms, with a focus on encouraging stochasticity in optimal policies.

• YouTube
• 42 minutes
• Self-Paced
• Free Video

Stochastics in Medicine - Delaying Menopause and Missing Drug Doses

2 ratings

Explore how stochastic modeling addresses medical challenges like ovarian tissue preservation for menopause delay and optimizing medication dosing despite missed doses.

• YouTube
• 53 minutes
• Self-Paced
• Free Video

Optionality as a Binary Operation - BQE Lecture Series

Explore optionality as a binary operation with Peter Carr, delving into time relativity, market building, and advanced concepts like conjugate power and skewness in financial engineering.

• YouTube
• 1 hour 20 minutes
• Self-Paced
• Free Video