Stochastic Processes

Markov chains, MCMC, Poisson processes, and Brownian motion — coursework, applied projects, and reference notes, compiled from LaTeX.

Andres Efren Rocha Jayasinha · Source on GitHub

Applied projects

Modeling California Energy Prices Using Markov ChainsPDF

A four-regime Markov model fit to ~35M rows of hourly CAISO price data, using expected dwell times to locate the nodes where high prices persist.
Effect of Citronellal Odor Puffs on Cockroach NeuronsPDF

Spike trains modeled as a non-homogeneous Poisson process with a smooth baseline and per-trial random effects; the stimulus effect is real but neuron-specific.

Exam material & reference notes

Assignments