19216201 Lecture

SoSe 15: Markov chains and markov models

Frank Noe

Information for students

Additional information / Pre-requisites

Master students of Mathematics and Physics

Comments

Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.

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
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13 Class schedule

Regular appointments

Fri, 2015-04-17 10:00 - 12:00

Lecturers:
Univ.-Prof. Dr. Frank Noe

Location:
046/T9 Seminarraum (Takustr. 9)

Fri, 2015-04-24 10:00 - 12:00
Fri, 2015-05-08 10:00 - 12:00
Fri, 2015-05-15 10:00 - 12:00
Fri, 2015-05-22 10:00 - 12:00
Fri, 2015-05-29 10:00 - 12:00
Fri, 2015-06-05 10:00 - 12:00
Fri, 2015-06-12 10:00 - 12:00
Fri, 2015-06-19 10:00 - 12:00
Fri, 2015-06-26 10:00 - 12:00
Fri, 2015-07-03 10:00 - 12:00
Fri, 2015-07-10 10:00 - 12:00
Präsentationen
Fri, 2015-07-17 10:00 - 12:00

Subjects A - Z