Time and place: Sprintzak 26, Thursdays 12:00-13:45, Fall '10
Teacher: Raanan Fattal (
)
Course (tentative) syllabus:
|
Description |
Books |
|---|---|---|
| Wavelets | Multiresolution analysis, orthogonal/biorthogonal wavelets, wavelet design, lifting scheme, and frames |
"a Wavelet tour of signal processing," Stephane Mallat, (all editions) |
| Multigrid | Geometric and algebraic |
"Multigrid," Trottenberg Schuller and Oosterlee |
| Markov-Chain Monte Carlo | Theory of Markov Chains and sampling strategies |
"Probabilistic Inference Using Markov Chain Monte Carlo Methods," Neal Radford, [pdf] |
One of Daubechies Wavelets
Regular coarsening in Multigrid
A sample from 4-color Potts Model
Assignments:
Slides:
Topic |
|---|
Additionl References:
Topic |
Book Title |
|---|---|
| Multigrid | Multigrid by Ulrich Trottenberg, Cornelius W. Oosterlee, and Anton Schuller (Hardcover - Dec 15, 2000) A Multigrid Tutorial by William L. Briggs, Van Emden Henson, and Steve F. McCormick |
Wavelets |
A Wavelet Tour of Signal Processing, Third Edition: The Sparse Way by S. G. Mallat Introduction to Wavelets and Wavelet Transforms: A Primer by C. Sidney Burrus, Ramesh A. Gopinath, and Haitao Guo |
MCMC |
Monte Carlo Statistical Methods (Springer Texts in Statistics) by Christian P. Robert and George Casella Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues (Texts in Applied Mathematics) by Pierre Brémaud Monte Carlo Strategies in Scientific Computing by Jun S. Liu
A Guide to Monte Carlo Simulations in Statistical Physics by David P. Landau and Kurt Binder
|
Additional course material: Poisson Formula (an analytical expression for Dirac's comb function), Scalogram (CWT) - Spectrogram (STFT) comparison plates