The course will outline the basics of stochastic analysis with application in to machine learning and artificial intelligence. At the same time, the topics will be intertwined - stochastic analysis and machine learning will be presented alternately.

The concepts of stochastic analysis will be commented in detail and illustrated with examples, and the methods of machine analysis will be demonstrated on working examples.

Knowledge of the basics of probability theory and mathematical statistics is desirable, but not necessary - all concepts will be introduced in the course. Machine learning methods will be presented from scratch.

The course will be of interest to anyone interested in how mathematics is applied to machine learning, and who wants to understand the basics of machine learning from a mathematician's point of view.

Please, address Roman Shamin, roman@shamin.ru, for Zoom data.

Announcements:
The classes for March 18 and 25, 2022 are cancelled.

Financial support. The course is supported by the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, Agreement no. 075-15-2022-265).

Lecturer
Shamin Roman Vyacheslavovich

Institutions
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Steklov International Mathematical Center