Application of Statistical Learning and Stochastic Processes in Physical Domain

Convener(s)

 
Name:   Dr. Rajendra K. Ray  Dr. Tanmay Kayal 
Mailing Address: Professor & Chairperson,
School of Mathematical and Statistical Sciences,
Indian Institute of Technology Mandi
Assistant Professor,
School of Mathematical and Statistical Sciences,
Indian Institute of Technology Mandi,
Email: rajendra at iitmandi.ac.in tanmay at iitmandi.ac.in

This AIS aims to provide participants with a comprehensive introduction to statistical learning and stochastic processes, with a particular focus on their applications in physical systems. The program begins with foundational topics in probability, random variables, and key statistical concepts, setting the stage for understanding advanced methods. Participants will explore statistical learning techniques, including model selection, regularization methods, and common algorithms like linear regression and decision trees, emphasizing their role in supervised and unsupervised learning.

In addition, the school delves into stochastic processes, with a special emphasis on Markov processes and stochastic differential equations, illustrating their relevance in modelling physical phenomena. Through practical sessions using Python and MATLAB, participants will gain hands-on experience applying statistical learning and stochastic processes to address challenges in different areas of fluid dynamics.

Dates: 

Monday, June 1, 2026 - 09:00 to Saturday, June 13, 2026 - 21:00

Venue: 

Venue Address: 

 

Indian Institute of Technology (IIT) Mandi, Tehsil: Sadar, VPO. - Kamand, Mandi-175005, Himachal Pradesh.

 

 

 

 

 

 

 

 

 

Venue State: 

Venue City: 

PIN: 

175005

Syllabus: 

Name of the Speaker with affiliation No. of Lectures Detailed Syllabus
Rajendra K. Ray, IIT Mandi 3L + 2T Basics of Probability: Introduction to random variables; Conditional probability and Bayes’ theorem; Common distributions: Bernoulli, Binomial, Poisson, Normal; Moments and their interpretations like expectation, variance, moments, etc.; Different types of convergence: almost sure, in probability, in distribution; Central Limit Theorem and Law of Large Numbers.
Tanmay Kayal, IIT Mandi 3L + 2T
Debasis Kundu, IIT Kanpur 6L +4T Introduction to Stochastic Processes: Definition and classification; Introduction to Markov Processes; Classification of Markov Processes; Discrete-Time Markov Chains; Continuous-Time Markov Chains.
Tanmay Sen, ISI Kolkata 6L + 4T Statistical Learning: Population; Sample; Point estimation; Interval estimation; Hypothesis testing (Parametric and Non-parametric); Bias-variance tradeoff; Model selection; Regularization techniques (Lasso, Ridge); Overview of common algorithms (Linear regression, Decision trees).
Subhasis    Chaudhuri,    IIT Bombay 6L + 4T Introduction to Machine Learning (ML) and Deep Learning (DL): Machine Learning Overview; Types of ML (Supervised, Unsupervised, Reinforcement Learning); Common Algorithms (Linear Regression, Decision Trees, KNN, SVM, etc.); Model Evaluation (Cross-validation, Overfitting, Underfitting); Introduction to Deep Learning; Neural Networks and Perceptrons; Deep Learning Architectures (CNNs, RNNs, GANs); Backpropagation and Gradient Descent; Applications of ML and DL (Image Recognition, Natural Language Processing, Autonomous Systems, etc.).
Soumyendu    Raha,    IISc Bangalore 6L + 4T Markov Processes and Physical Systems: Introduction Stochastic differential equations (e.g., Ito Calculus, Fokker-Planck equations, etc.); Applications of Markov processes in physical systems.
Soumyendu    Raha,    IISc Bangalore 3L+2T Introduction to Physics-Informed Neural Networks (PINNs): Overview of PINNs:Recent advancement in PINN algorithms; Applications of PINN in solving physical problems.
Rajendra K. Ray, IIT Mandi 3L+2T

References:

    1. S. Ross. A First Course in Probability, Pearson.
    2. J. Medhi. Stochastic Processes, New Age.
    3. G. Casella and R. L. Berger. Statistical Inference, Cengage.
    4. B. Oksendal. Stochastic Differential Equations: An Introduction with Applications, Springer 2003.
    5. M. Nielsen, Neural Networks and Deep Learning, Determination Press, 2015.

(Lecture notes from the speakers will be provided, if available)

Tutorial Assistants:

S.No.

Name

Affiliation

1

ArindamSarkar

IITMandi

2

BiswanathBarman

IITMandi

3

ShrutiNaryal

IITMandi

4

PawanKumar Patel

IITMandi

 

 

 

Time Table: 

  

Day

Date

Lecture1

(9.30–11.00)

Tea

(11.05 – 11.25)

Lecture2

(11.30–1.00)

Lunch

(1.05-2.25)

Tutorial
(2.30–3.30)

Tea

(3.35-3.55)

Tutorial
(4.00-5.00)

 

 

(Name of the

speaker)

 

(Name of the

speaker)

 

(Name of the speaker
+tutors)

 

(Name of the speaker+
tutors)

Mon

01/06/2026

RR

 

RR

 

RR,TK,PP

 

RR,TK,PP

Tues

02/06/2026

TK

 

TK

 

RR,TK,PP

 

RR,TK,PP

Wed

03/06/2026

TS

 

TS

 

TS,TK,PP

 

TS,TK,PP

Thu

04/06/2026

TS

 

TS

 

TS,TK,BB

 

TS,TK,BB

 Fri 05/06/2026  SC    SC    SC, TK, SN    SC, RR, SN
 Sat 06/06/2026  SC    SC    SC, TK, SN    SC, RR, SN
 SUNDAY : OFF        

Mon

08/06/2026  DK    DK    DK,    MK, SN    DK, MK, SN
Tues 09/06/2026  DK    DK    TK, AS, BB    TK, AS, BB
 Wed 10/06/2026  SR    SR    SR, RR, AS    SR, RR, AS
 Thu 11/06/2026  SR    SR    SR, RR, AS    SR, RR, AS
 Fri 12/06/2026  SR    SR    SR, RR, SN    SR, RR, BB
 Sat 13/06/2026  SR    SR    RR, TK, SN    RR, TK, BB

SC:Subhasis Chaudhuri
DK: Debasis Kundu
SR: Soumyendu Raha
TS: Tanmay Sen
RR:RajendraK.Ray
TK: Tanmay Kayal
AS: Arindam Sarkar
BB:Biswanath Barman
SN: Shruti Naryal
PP:Pawan Kumar Patel

 

 

 

 

Selected Applicants: 

 

 

 

 

How to Reach: 

TBA

School Short Name: 

aslsppd

Last Date Application: 

Monday, March 31, 2025

School Type: 

AIS

Separate faculty form: 

0