4. Stochastic Thinking

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  • เผยแพร่เมื่อ 29 พ.ย. 2024

ความคิดเห็น • 85

  • @FelipeNovaesRocha
    @FelipeNovaesRocha 2 ปีที่แล้ว +15

    Man!! The pace him teach, the way explain your toughts process and the humor its like we are there just talking informal conversations, taking some afternoon coffe, relaxing. Its just amazing!
    I can note he its there in the present without rush, without anxiety, enjoying the exploration with you. John Guttag, thank very much!!

  • @user-or7ji5hv8y
    @user-or7ji5hv8y 6 ปีที่แล้ว +84

    you can tell he's a great teacher because he's able to illustrate key points with simplicity and lays out the major paradigms ahead, like predicting the road ahead before we get there.

    • @daxtonkeaton1180
      @daxtonkeaton1180 3 ปีที่แล้ว +1

      i know Im randomly asking but does anyone know of a method to get back into an instagram account??
      I was dumb lost the account password. I would love any tips you can offer me

    • @carmelobruce4821
      @carmelobruce4821 3 ปีที่แล้ว

      @Daxton Keaton instablaster ;)

    • @daxtonkeaton1180
      @daxtonkeaton1180 3 ปีที่แล้ว

      @Carmelo Bruce thanks so much for your reply. I got to the site on google and Im waiting for the hacking stuff atm.
      Seems to take quite some time so I will get back to you later when my account password hopefully is recovered.

    • @daxtonkeaton1180
      @daxtonkeaton1180 3 ปีที่แล้ว

      @Carmelo Bruce it did the trick and I now got access to my account again. I am so happy:D
      Thanks so much, you really help me out!

    • @carmelobruce4821
      @carmelobruce4821 3 ปีที่แล้ว

      @Daxton Keaton Happy to help xD

  • @alanmainwaring1830
    @alanmainwaring1830 2 ปีที่แล้ว +4

    This Guy is about my age and I can see he has much Wisdom in his teaching style, the pace is just right and using coding simulation builds up your intuition of getting a real deep understanding of this very difficult area. I have looked at many web links oh this topic of Stochastic processes all you usually get is boring formal definitions with ambiguous terminology, that is cloaking ignorance in terminology. This guy realizes it take really good examples to build up intuition and doing it slowly and carefully. What a great teacher

  • @edwardblack9263
    @edwardblack9263 4 ปีที่แล้ว +34

    MIT OCW and all these professors, thank you truly for sharing all of this

  • @leixun
    @leixun 4 ปีที่แล้ว +15

    *My takeaways:*
    1. Uncertainty in the world 2:40
    2. Simulation models 46:40

  • @Random-sm5gi
    @Random-sm5gi 3 ปีที่แล้ว +6

    Thank you for providing high quality free content from MIT professors.

  • @ericmcnally5128
    @ericmcnally5128 9 หลายเดือนก่อน

    Thank you so much to everyone at MIT for making this kind of content available.

  • @carolinanateldemoura1168
    @carolinanateldemoura1168 6 ปีที่แล้ว +20

    Thanks, MIT. Excellent!

  • @guruwebltd7746
    @guruwebltd7746 7 ปีที่แล้ว +14

    What an excellent teacher of knowledge

  • @----5497
    @----5497 3 ปีที่แล้ว +7

    4:43, Professor: "When we all know quantum mechanics", Me:"??????????????"

  • @mohitagarwala3281
    @mohitagarwala3281 4 ปีที่แล้ว +5

    Well, Indians aren't always counter factual, but sometimes we do😂........ You are an amazing teacher 😊😊😊

  • @shobhamourya8396
    @shobhamourya8396 5 ปีที่แล้ว +4

    Enjoyed the explanation of 'seed' for pseudo-random numbers.

  • @20060802Lin
    @20060802Lin 4 ปีที่แล้ว +4

    Simulations are fortune tellers while optimizations are success books

  • @chocolatemodelsofficial5859
    @chocolatemodelsofficial5859 หลายเดือนก่อน

    I like this teacher!

  • @lee_badda
    @lee_badda 2 ปีที่แล้ว

    Broncos joke is spot on sir!

  • @SalayTV
    @SalayTV 6 ปีที่แล้ว +12

    Awesome teachers !! (y)
    thank you mit

  • @charismaticaazim
    @charismaticaazim 3 ปีที่แล้ว +1

    29:54 How do we know the number of samples required so that the estimated probability is equal to the actual probability ? Thanks.

  • @alute5532
    @alute5532 ปีที่แล้ว

    2 coins it not causally non deterministic
    Predictive nondeterminism
    Use code for running simulations
    (if we have a general idea of the density function on hand)
    Only then simulation is possible
    Where simulation provides info about a (possible behavior) of a system of interest
    Possible behavior :ad in stochastic
    Descriptive : not prescriptive
    Only describe w possible outcome
    (not hoe to achieve it)
    Different from optimization models
    That is prescriptive
    Tells you how to achieve an effect
    Hey most value out of your problem
    (Or minimize your loss)
    Simulation
    (What if scenario answer)
    If you do this, here is what happens
    (not how make something happen)
    Only approximation to reality (not reality)
    Models can be erroneous as well)
    (biased to the writer /coder)
    All models are wrong but some are useful -george box
    When use simulation
    1. Mathematically intractable
    2. Extract intermediate results
    3. Can play what if game scenarios how: refining it recursively
    Birthday : assume any distribution we assume (all on our assumption)

  • @lucashoww
    @lucashoww ปีที่แล้ว

    Thank you MIT!

  • @donsurlylyte
    @donsurlylyte 5 ปีที่แล้ว +10

    ran the sim a million times, in about a second. still blows my mind that computers are so fast

    • @afuzzycreature8387
      @afuzzycreature8387 3 ปีที่แล้ว

      i wish they were faster, I can still spool up useful things that will take a week

  • @CultofThings
    @CultofThings 5 ปีที่แล้ว +2

    What were the coins though?

  • @محمدمصطفى-س9ع
    @محمدمصطفى-س9ع 2 ปีที่แล้ว

    what was the third fact about the simulation I didn't get it?

  • @mt.erebus3370
    @mt.erebus3370 5 ปีที่แล้ว +113

    Love the jokes, what a dry audience...

    • @Marc-tm4xh
      @Marc-tm4xh 4 ปีที่แล้ว +9

      The students aren't in the mix unless someone asks a question

    • @hinkhall5291
      @hinkhall5291 3 ปีที่แล้ว +5

      Sometimes I don’t laugh cause I’m not smart enough to understand the humor. I’m dumb.
      But funny enough I do remember the story of Oedipus Rex because my pops told it to me when I was a kid.

    • @sadiqamore3958
      @sadiqamore3958 3 ปีที่แล้ว

      Because they are MIT

    • @scottt7009
      @scottt7009 3 ปีที่แล้ว

      Socially awkward kids, probably

  • @bengus2069
    @bengus2069 ปีที่แล้ว

    6:12, "Um, professor I think you forgot one.. Namely, one head and one tail but the other way around."

  • @truptpatel2597
    @truptpatel2597 3 ปีที่แล้ว

    it's program that
    describeeeessssss a computationnnnnnn
    that
    provideeeeeeessss an informationnnnnnn
    about possible behaviors of system.

  • @許哲瑋-m7c
    @許哲瑋-m7c 3 ปีที่แล้ว +1

    Can someone please explain what the "N=100" means in the birthday problem? > Actual prob. for N=100...

    • @Raviarun
      @Raviarun 3 ปีที่แล้ว +1

      N=100 represents the number of people in a group. Can be called the sample size.
      If there are 100 people, what is probability that at least 2 or 3 people have same birth date is the simulation about.

  • @17teacmrocks
    @17teacmrocks 7 ปีที่แล้ว +6

    that's pretty awesome they rotate professors.

  • @kuldeepmeena7615
    @kuldeepmeena7615 4 ปีที่แล้ว

    Sir
    Stochastic Models and Applications vs random processes subject which is the best elective .how to choose any one

  • @qazaqtatar
    @qazaqtatar 4 ปีที่แล้ว

    Always well prepared professor

  • @huxiaoyang4548
    @huxiaoyang4548 5 ปีที่แล้ว +1

    Thank you,MIT!!!

  • @poppys34
    @poppys34 3 ปีที่แล้ว +1

    I had to look it up to see if he was right...
    Yes, the Broncos lost to the Pats 16-3 on December 18, 2016.

    • @user-ej7ss8ei2g
      @user-ej7ss8ei2g 3 ปีที่แล้ว

      I think he was just joking and rooting for the Pats.

  • @pengyifei5600
    @pengyifei5600 3 ปีที่แล้ว

    ah...am I missing something? because the material in this class is dramatically different from the last one = =

  • @anandiyer5361
    @anandiyer5361 3 ปีที่แล้ว

    Can someone explain this piece of code in the extended birthday problem...
    possibleDates = 4*list(range(0, 57)) + [58]\
    + 4*list(range(59, 366))\
    + 4*list(range(180, 270))
    aren't you creating duplicates in the list, when you multiply the same list 4 times? Is this a realistic situation?

    • @Q_QQ_Q
      @Q_QQ_Q 3 ปีที่แล้ว

      no

  • @moart87
    @moart87 5 ปีที่แล้ว

    Cool talk prof Guttag!

  • @visunashokkumar1782
    @visunashokkumar1782 3 ปีที่แล้ว

    Soo did the broncos lose??

  • @mohankumargajendran528
    @mohankumargajendran528 2 ปีที่แล้ว

    Thank you! you gave the definition I was looking for.

  • @StevenSmith68828
    @StevenSmith68828 2 ปีที่แล้ว

    I did a lot of this by just trial and error not knowing wtf I was doing to make a 21 counting game. The weird thing I found was that going first is why it’s unfair. Since the probability of losing is not a factor in the first round. ( Its Felony to use card counting devices fyi lol)

  • @kashmira_zambad
    @kashmira_zambad 4 ปีที่แล้ว

    P(that nothing has a probability of 1)=1 , refer 4:30

  • @jack.1.
    @jack.1. 5 ปีที่แล้ว +1

    What we learnt is that in reality simulations and approximation is superior to exact value mathematics. As an economist I agree.

    • @rosh70
      @rosh70 3 ปีที่แล้ว

      Hate to agree with you, but I do. Also, coz' I'm a fan of 'exact value' mathematics. LOL

  • @valor36az
    @valor36az 4 ปีที่แล้ว

    Excellent lecturer

  • @akbarrauf2741
    @akbarrauf2741 7 ปีที่แล้ว +1

    thanks,mit

  • @whatsupbudbud
    @whatsupbudbud 5 ปีที่แล้ว +1

    13:01 Can someone explain why you divide probability of 1 by 6 to the power of 5 in order to get the probability of "11111" happening?

    • @tahirhussain5618
      @tahirhussain5618 5 ปีที่แล้ว +3

      We can get 6 to the power 5 different combinations if we roll 6 dice. Only one of them is "111111". So the probability of getting "111111" is 1 out of 6 to the power 5 , hence 1 divided by 6 to the power 5.

    • @aghileslounis1891
      @aghileslounis1891 2 ปีที่แล้ว +1

      1 is how many times do 11111 is available in the set (11111,11112,11113,...66666)? only once, so it's 1.
      6 is the number of all possible events (in this case it's a series of integers 1 2 3 4 5 6, in another context it's either, "A' "B" ...).
      5 is how many time do we repeat the process? in our case it's rolling a dice.
      One another way to get the result is, the probability to get 1 is around 16% if you roll the dice once, now the probability to get 11, is 16% now becomes the 100%, and it's then 16%, so it's 16x16 /100= 2.56%, repeat this 4 more times, you get 0.0128% if you divide this by 100 you get the probability in the range 0-1 which is 0.000128.

    • @alanmainwaring1830
      @alanmainwaring1830 2 ปีที่แล้ว

      @@aghileslounis1891 Be careful here don't confuse permutations with combinations. Think of lotto we do not think about the ORDER of the numbers, total number of permutations is 6 to the power of 5 number of combinations is 6 to the power of 5 divide by 5!

  • @TheJustinmulli
    @TheJustinmulli 4 ปีที่แล้ว +6

    16:40 - Declaration of Independence
    *Nicholas cage enters the lecture hall*

  • @javierblancosartori
    @javierblancosartori 6 ปีที่แล้ว +1

    thanks fot this material!!

  • @jamesspacer7994
    @jamesspacer7994 3 ปีที่แล้ว

    I love this prof 👍🏻😂

  • @priyanksharma1124
    @priyanksharma1124 6 ปีที่แล้ว +3

    Schrodinger favored Quantum Physics unlike what prof said.

  • @abduogalal53
    @abduogalal53 4 ปีที่แล้ว

    the guy with the camera have something wrong what the ****
    this like subtitles appears after the conversation

  • @kepstein8888
    @kepstein8888 2 ปีที่แล้ว

    Schrodinger's quarters.

  • @anonviewerciv
    @anonviewerciv 4 ปีที่แล้ว +1

    I guess this course assumes its students have never taken a statistics class.
    24:10 Pseudorandomness.

  • @hektor6766
    @hektor6766 5 ปีที่แล้ว

    The fallibility of Logical Positivism demonstrated: Maybe your epistemological sample wasn't big enough. Credit to von Mises for the Birthday Problem, though.

  • @adiflorense1477
    @adiflorense1477 4 ปีที่แล้ว +1

    The world is really annoyingly hard to understand

  • @apank21
    @apank21 6 ปีที่แล้ว +1

    @4:20~ most of history people"" believed in newtonian physics?

  • @srjshapthnktl4978
    @srjshapthnktl4978 2 ปีที่แล้ว

    nothing has the probability of 1.. so.. something is called nothing

  • @quocvu9847
    @quocvu9847 ปีที่แล้ว

    34:27

  • @sarangan12
    @sarangan12 5 ปีที่แล้ว

    February 12 ✋

  • @kostikoistinen2148
    @kostikoistinen2148 2 ปีที่แล้ว

    Copyrighted content on such a course is full of shit!

  • @gianniskyriakou6577
    @gianniskyriakou6577 6 ปีที่แล้ว +4

    excellent teachers...cringy jokes though...like stop already

    • @Robdahelpa
      @Robdahelpa 6 ปีที่แล้ว +9

      what you consider cringy others dont, i rather have a fun learning environment, than a stuck up strict one.

    • @jeffyboyreloaded
      @jeffyboyreloaded 5 ปีที่แล้ว +10

      are you kidding this guy is the actual perfect amount of funny

    • @mt.erebus3370
      @mt.erebus3370 5 ปีที่แล้ว +3

      Yea, it's just you. I didn't find anything but your comment cringy.

    • @CultofThings
      @CultofThings 5 ปีที่แล้ว +2

      He'll be here all night