Teaching

Some didactics I produced over the years

Introduction to Stochastic Processes (EE)

This is a graduate course in stochastic processes for engineers, I taught at the School of Electrical Engineering of Tel Aviv University between 1997-2004. It is a soft introduction into the subject with various applications in engineering.

Lecture notes

Exercises / solutions

  1. The basics of mathematical probability (exercises / solutions)
  2. Orthogonal projection and linear estimation (exercises / solutions)
  3. Conditional expectation (exercises / solutions)
  4. Gaussian processes (exercises / solutions)
  5. Nonlinear estimation (exercises / solutions)
  6. The Wiener process and the Ito calculus (exercises / solutions)

Exams

Nonlinear Filtering

A graduate course I taught at the Weizmann Institute of Science, Israel in the Fall of 2005

Lecture notes

filtering-v0.2.pdf581 KB

Exam

nfexam2005.pdf83 KB

Introduction to Mathematical Statistics

Undergraduate intrpduction to statistical thoery I teach at Department of Statistics and Data Science (sample exams are included in the appenix).

Lecture notes

sianotes2013.pdf1.12 MB

Introduction to Nonparametric Estimation

I taught this course following the textbook

A.B. Tsybakov, Introduction to nonparametric estimation, Springer Series in StatisticsSpringer, New York, 2009

and ended up solving all of its exercises.  Please report if you encounter any bugs.

Solutions to exercises

tsybakovsolutions.pdf435 KB