19216202
Übung
SoSe 16: Markov chains and markov models
Frank Noe, Christoph Wehmeyer
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
12 Termine
Regelmäßige Termine der Lehrveranstaltung
Do, 28.04.2016 14:00 - 16:00
Do, 12.05.2016 14:00 - 16:00
Do, 19.05.2016 14:00 - 16:00
Do, 26.05.2016 14:00 - 16:00
Do, 02.06.2016 14:00 - 16:00
Do, 09.06.2016 14:00 - 16:00
Do, 16.06.2016 14:00 - 16:00
Do, 23.06.2016 14:00 - 16:00
Do, 30.06.2016 14:00 - 16:00
Do, 07.07.2016 14:00 - 16:00
Do, 14.07.2016 14:00 - 16:00
Do, 21.07.2016 14:00 - 16:00