Probabilistic ML - Lecture 20 - Gauss-Markov Models
Channel: Tübingen Machine Learning
Date: 2023-07-20

This is the twentieth lecture in the Probabilistic ML class of Prof. Dr. Philipp Hennig in the Summer Term 2023 at the University of Tübingen. 

Contents: 
* Time Series
* Markov Chains
* Chapman-Kolmogorov Equation
* Filtering and Smoothing
* the Kalman filter

The slides for this course are available at https://github.com/philipphennig/Probabilistic_ML

© Philipp Hennig / University of Tübingen, 2023 CC BY-NC-SA 4.0