Random proc

https://arxiv.org/pdf/2402.02119 An Introduction to Stochastic Partial Differential Equations: Part I

https://arxiv.org/pdf/1004.0646.pdf

https://arxiv.org/pdf/0907.4178.pdf

https://arxiv.org/pdf/cond-mat/0701242.pdf

https://arxiv.org/pdf/1008.1510.pdf Elementary Introduction to the Wiener Process and Stochastic Integrals

http://wiki.cs.hse.ru/%D0%A1%D0%BB%D1%83%D1%87%D0%B0%D0%B9%D0%BD%D1%8B%D0%B5_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81%D1%8B_(%D0%B7%D0%B8%D0%BC%D0%B0_2022)

https://www.keldysh.ru/microsatellites/education/tutorials.html

http://www.keldysh.ru/microsatellites/Stochastic_Lectures.pdf shirobolov

https://www.keldysh.ru/microsatellites/Stochastic_Problems.pdf shirobolov

https://www.youtube.com/watch?v=9pOysIYQH50 Лекторий ФПМИ Случайные процессы 1. Вводные понятия

https://www.youtube.com/watch?v=rp2iA6NyCH8 Введение в теорию случайных процессов. Лекция 1. Бланк М. Л.

https://www.youtube.com/watch?v=x7JPtqQcYPw Случайные процессы, случайные матрицы и интегрируемые модели. Занятие 1. Поволоцкий А. М.

https://www.youtube.com/results?search_query=%D1%81%D0%BB%D1%83%D1%87%D0%B0%D0%B9%D0%BD%D1%8B%D0%B5+%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81%D1%8B+%D0%BC%D1%84%D1%82%D0%B8

https://www.youtube.com/playlist?list=PLs2E8YVkilDB31gq6GcgRg9xZJkQQg5eE Лекции по случайным процессам 2021 Максим Широбоков

https://www.youtube.com/playlist?list=PL4_hYwCyhAvYVM77cTV0WspsLbtASnAy4 Случайные процессы (3 курс, весна 2022) - Широбоков М. Г.

https://www.youtube.com/watch?v=pj-U59XNhs4 Сердобольская М.Л. - Теория случайных процессов. Лекции

https://www.youtube.com/watch?v=YuMIO_3xGuQ intro to stochastic models

https://www.youtube.com/watch?v=cxUITPuTiDs Шкляев А.В. - Теория случайных процессов

https://bjlkeng.github.io/posts/an-introduction-to-stochastic-calculus/

https://www.edx.org/course/stochastic-processes-data-analysis-and-computer-si#!

Non-euilibrium stat mechanics https://www.youtube.com/playlist?list=PLbMVogVj5nJQqNx0ElSk3Ip04Ofg7B22W

Physical Applications of Stochastic Processes by Prof. V. Balakrishnan,Department of Physics,IIT Madras. https://www.youtube.com/playlist?list=PLbMVogVj5nJQo8D9D-D6lMqh4FJbPeE_f

https://www.youtube.com/playlist?list=PLbMVogVj5nJQqNx0ElSk3Ip04Ofg7B22W Physics - Nonequilibrium Statistical Mechanics

https://machinelearningrecipes.com/blog/post/1687564/stochastic-processes-and-simulations BOOK

https://stepik.org/course/57281/promo . Теория вероятностей - II (дискретные случайные процессы)

http://math.csu.ru/new_files/students/lectures/teor_slych_proc/solovev_teor_slych_proc.pdf

https://tvims.nsu.ru/baklanov/SP/part5.1.pdf

https://www.vgranville.com/2018/06/free-book-applied-stochastic-processes.html . Book

https://arxiv.org/pdf/1508.03461.pdf СТОХАСТИЧЕСКИЙ АНАЛИЗ В ЗАДАЧАХ (1)

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Stochastic Modeling https://www.youtube.com/watch?v=EXBO08-78IU

Лекция 2. Р.В. Шамин. Стохастический анализ и его приложения в машинном обучении https://www.youtube.com/watch?v=oHGWpc-Dl6I

https://medium.com/@xichu.zhang

http://leonidzhukov.net/hse/2013/stochmod/

https://ru.wikipedia.org/wiki/%D0%92%D0%B8%D0%BD%D0%B5%D1%80%D0%BE%D0%B2%D1%81%D0%BA%D0%B8%D0%B9_%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81

https://habr.com/post/343148/

https://habr.com/post/343178/

https://www.youtube.com/watch?v=itHtAUBlnZM&list=PL-_cKNuVAYAXSlTlxonEdTTrA_ppMARaR Теория случайных процессов | Михаил Лифшиц

https://www.youtube.com/watch?v=wkoX3vUP5To&list=PLcsjsqLLSfNCWYkdCFXCIPUWuPMwtp9qC Соколов Д. Д. - Теория случайный процессов

http://synset.com/ BOOK

https://www.youtube.com/watch?v=YBR41RpLxeE&list=PLU2SDCh6kZwUS5H2tNP7xmqdpJrsnbhpO Случайные процессы. Алексей Поляков MIPT

http://synset.com/wiki/index.php/%D0%A1%D1%82%D0%BE%D1%85%D0%B0%D1%81%D1%82%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B8%D0%B9_%D0%BC%D0%B8%D1%80

https://e.lanbook.com/book/71720 Случайные процессы — от теории к практике. Лифшиц М.А.

https://www.youtube.com/watch?v=-VMHw3dh86Q&list=PLUfHxBkkFMScK4ggnfDyUl7Vd6EKvjTRC Процессы Пуассона Игорь Клейнер

https://www.youtube.com/playlist?list=PLU2SDCh6kZwUS5H2tNP7xmqdpJrsnbhpO

https://www.youtube.com/watch?v=-JuL2Mmrre8 Случайные матрицы: теория и приложения

Сердобольская М. Л. - Теория случайных процессов https://www.youtube.com/watch?v=fpiVl24Zbs0&list=PLcsjsqLLSfNBYkDzBzi3zlBV2N317N11g

https://www.youtube.com/watch?v=1udDbPXz27M (ru)

MCMC

https://arxiv.org/pdf/hep-ph/0006269.pdf

https://arxiv.org/pdf/1909.12313.pdf

https://arxiv.org/abs/1809.10756

https://arxiv.org/pdf/cond-mat/0410490.pdf

https://arxiv.org/pdf/2204.10145.pdf

https://news.ycombinator.com/item?id=28941145 probabilistic programming

https://arxiv.org/pdf/1809.10756.pdf probabilistic programming

https://sandipanweb.wordpress.com/2020/12/07/bayesian-machine-learning-mcmc-and-probabilistic-programming-with-python/

https://arxiv.org/pdf/0905.1629.pdf Monte Carlo in statphys

https://arxiv.org/pdf/cond-mat/0104167.pdf Monte Carlo in statphys

https://arxiv.org/pdf/0803.0217.pdf Monte Carlo Ising Model

https://projecteuclid.org/euclid.ss/1177011137 Markov Chain Monte Carlo article

https://towardsdatascience.com/behind-the-models-beta-dirichlet-and-gem-distributions-526b11a24359

Gaussian process

http://www.gaussianprocess.org/gpml/chapters/

https://gaussianprocess.org/gpml/chapters/RW.pdf

https://news.ycombinator.com/item?id=44939902 Book discussion

https://medium.com/the-quantastic-journal/mathematical-understanding-of-gaussian-process-eaffc9c8a6d6

https://gaussianbp.github.io/

https://news.ycombinator.com/item?id=28367177

https://peterroelants.github.io/posts/gaussian-process-tutorial/ with Python

https://news.ycombinator.com/item?id=27803316

https://www.youtube.com/watch?v=xBE8qdAAj3w

https://arxiv.org/pdf/1812.09064.pdf in Julia

https://e.lanbook.com/book/71719 Book: Лекции по гауссовским процессам. Лифшиц М.А.

https://distill.pub/2019/visual-exploration-gaussian-processes/ . Gaussian process

http://www.infinitecuriosity.org/vizgp/

https://towardsdatascience.com/implement-a-gaussian-process-from-scratch-2a074a470bce

https://www.youtube.com/results?search_query=%D0%93%D0%B0%D1%83%D1%81%D1%81%D0%BE%D0%B2%D1%81%D0%BA%D0%B8%D0%B5+%D1%81%D0%BB%D1%83%D1%87%D0%B0%D0%B9%D0%BD%D1%8B%D0%B5+%D0%BF%D1%80%D0%BE%D1%86%D0%B5%D1%81%D1%81%D1%8B

Гауссовские процессы на языке Python https://www.youtube.com/watch?v=DU_Lhl_j2v0

https://www.youtube.com/watch?v=xBE8qdAAj3w Primer on Gaussian Processes for Regression Analysis

Michael Lubinsky

Random proc

MCMC

Gaussian process

PyMC3