01:45duration 1 minute 45 seconds
Pharma_systems_modeling
How to assess prediction fidelity in pharmaceutical systems models
01:36:53duration 1 hour 36 minutes
Lecture 2 - Simulation of basic processes
Examples: simulation from the multidimensional Gaussian law. Cholesky decomposition, PCA. Examples: generation of the skeleton of the multidimensional Brownian motion and the Ornstein-Uhlenbeck…