19216201
Vorlesung
SoSe 15: Markov chains and markov models
Frank Noe
Hinweise für Studierende
Zusätzl. Angaben / Voraussetzungen
Master students of Mathematics and Physics
Kommentar
Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.
Topics:
Topics:
- Introduction to the theory of Markov chains
- Estimation of Markov chains from data
- Estimation uncertainty
- Transition path theory
- Analysis of Markov chains
- Spectral analysis
- Discretization of continuous Markov processes
13 Termine
Regelmäßige Termine der Lehrveranstaltung
Fr, 17.04.2015 10:00 - 12:00
Fr, 24.04.2015 10:00 - 12:00
Fr, 08.05.2015 10:00 - 12:00
Fr, 15.05.2015 10:00 - 12:00
Fr, 22.05.2015 10:00 - 12:00
Fr, 29.05.2015 10:00 - 12:00
Fr, 05.06.2015 10:00 - 12:00
Fr, 12.06.2015 10:00 - 12:00
Fr, 19.06.2015 10:00 - 12:00
Fr, 26.06.2015 10:00 - 12:00
Fr, 03.07.2015 10:00 - 12:00
Fr, 10.07.2015 10:00 - 12:00
Fr, 17.07.2015 10:00 - 12:00
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