20119601
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:
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 Class schedule
Regular appointments
Fri, 2015-04-17 10:00 - 12:00
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
Fri, 2015-07-17 10:00 - 12:00