INSA – 2021 (Toulouse, France)

These lectures make part of a complete course on stochastic processes lead by the French National Institute of Applied Science (INSA, acronym in French). They are based on Gaussian processes and related topics. More precisely,

• A brief introduction to Gaussian processes with applications [slides]
• Spectral representation and Bochner’s theorem [slides]
• Regularity conditions (e.g. continuity, differentiability) [slides]
• An introduction to reproducing kernel Hilbert-spaces (RKHS) [slides]

The Jupyter Notebooks for the practical sessions can be download here: [link]

UPHF – 2021/2022 (Valenciennes, France)

The lectures make part of a complete course on mathematics for the IUT-GEII at the Univ. Polytechnique Hauts-de-France (UPHF). The courses are taught in French and they are currently in progress.