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The exam of MAT4790 will be tomorrow Tuesday 2nd June at room NHA hus room 1120. This is the schedule:
10:00-11:00 Søreide
11:00-12:00 Helle
Lunch
13:00-14:00 Hovland
14:00-15:00 Bråthen
15:00-16:00 Nordlie
Please show up 15 minutes before your assigned time.
The exam for the course will be June 2, at Room 1120.
We will start at 9:00 in the morning. I will send you an email with the precise time for everyone soon.
Here you find the updated list of topics that you can prepare.
The exam will consists in the following:
- You will present a topic of your choice (around 20 minutes, minimum 15 and maximum 25)
- 5-10 minutes of questions on the topic you present and/or close to it.
- 10-15 minutes for solving a problem of my choice and within the ones in the lists I provided.
The most important part of the exam is the first one. You need to prepare well the topic you will present and makes sure that satisfies the time requirements. You need to do the presentation on the blackboard without notes.
It will be more valued if the topic contai...
For the last part of the course, the master students have two options:
- Prepare the part of nonlinear filtering in continuous time, as the PhD students.
- Prepare some results on particle filters in discrete time.
For 1., the slides and proofs are uploaded in the webpage of the course. Except the part of continuous time particle filters, Section 8.6 in [BC09].
For 2., Chapter 10 in [BC09].
[BC09] Bain A., Crisan D. (2009) Fundamentals of Stochastic Filtering. Springer Verlag.
Here you find the topics that you need to prepare for the oral exam.
This week, Friday 24 of April, we will have the third meeting in NHA building, classroom 1120 from 13:15-16:00.
We will briefly discuss the results of the second lecture and you will try to do the exercises in this list.
This week, Thursday 19 of January, we will have the second meeting in NHA building, classroom U108 from 13:15-16:00.
We will briefly discuss the results of the second lecture and you will try to do the exercises in this list
This week, Thursday 19 of February, we will have the first meeting in NHA building, classroom U108 from 13:15-16:00.
We will briefly discuss the results of the fist lecture and you will try to do the exercises in this list.
Welcome to the course on stochastic filtering.
I suggest a short (15 minutes) meeting tomorrow Wednesday, 28th January, at 12:00 via Zoom to discuss how the course will be organised and where you can find the reading material.
The zoom link is:
Salvador Ortiz-Latorre is inviting you to a scheduled Zoom meeting.
Topic: Short meeting MAT4790
Time: Jan 28, 2026 12:00 PM Oslo
Join Zoom Meeting
https://uio.zoom.us/j/62115439434?pwd=3YXhk1FlYTM7JW1BriNhHFkG4o3pLs.1
Meeting ID: 621 1543 9434
Passcode: 827942
Documentation on how to use Zoom can be found here:
https://www.uio.no/english/services/it/phone-chat-videoconf/zoom/
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