Probability 2 (Fall 2025)

Abstract

More advanced topics in probability theory. Check out the previous run.

Bookkeeping

Instructors: Václav Rozhoň, Robert Šámal

Time: Wednesday 14:00 in S3

Topics

Lecture notes

Demos

• Markov chains
• PageRank for Wikipedia
• Random walk on 3SAT (Markov chain)
• Landscape sampling (Metropolis)
• US Election Model (Bayesian + Metropolis)

Lecture Recordings

• Lecture 2025-10-01 - Quiz + Markov chain examples
• Lecture 2025-10-08 - Beginning of lecture notes through section 1.3
• Lecture 2025-10-15 - Convergence of Markov chains, section 1.5 in lecture notes
• Lecture 2025-10-22 - Finished section 1 in the lecture notes
• Lecture 2025-10-29 - Beginning of Bayesian statistics (chapter 2 in lecture notes)
• Lecture 2025-11-05 - Beta distributions, decision theory (chapter 2 in lecture notes)
• Lecture 2025-11-19 - Comparison of frequentist and Bayesian statistics