Some didactics I produced over the years
Introduction To Stochastic Processes (for EE students)
A graduate course in stochastic processes for engineering students, 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
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- The basics of mathematical probability (exercises / solutions)
- Orthogonal projection and linear estimation (exercises / solutions)
- Conditional expectation (exercises / solutions)
- Gaussian processes (exercises / solutions)
- Nonlinear estimation (exercises / solutions)
- The Wiener process and the Ito calculus (exercises / solutions)
- Exams
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1999 exam A / solution A, exam B / solution B
2000 exam A / solution A, exam B / solution B
2001 exam A / solution A, exam B / solution B
Nonlinear Filtering
A graduate course I taught at the Weizmann Institute of Science, Israel in the Fall of 2005
- Syllabus
- Lecture Notes
- Exam
Introduction To Mathematical Statistics
Undergraduate intrpduction to statistical thoery I taught at Department of Statistics and Data Science (sample exams are included in the appendix).
- Lecture Notes
Introduction To Nonparametric Estimation
I taught this course following the textbook
A.B. Tsybakov, Introduction to nonparametric estimation, Springer Series in Statistics, Springer, New York, 2009
and ended up solving all of its exercises. Please report if you encounter any bugs.
- Solutions To Exercises