This repo is based on the book Introduction to Stochastic Processes with R. This is an after-class review for course MVE550: Stochastic Process and Bayesian Inference in Chalmers University of Technology.
This repo is divided into two parts.
The frist part is about stochastic process and there are eight chapters in total.
| Chapter | Content |
|---|---|
| ✔ 1 | Introduction and Review |
| ✔ 2 | Basic knowledge about markov chain |
| ✔ 3 | Long term analysis for markov chain |
| ✔ 4 | Branching process |
| ✔ 5 | Markov chain Monto Carlo(MCMC) |
| 6 | Poisson Process |
| 7 | Continuous Markov chain |
| 8 | Brownian Motion |
The second part is about a compendium for Bayesian inference.