19216201
Vorlesung
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:
- 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
14 Termine
Regelmäßige Termine der Lehrveranstaltung
Fr, 22.04.2016 10:00 - 12:00
Fr, 29.04.2016 10:00 - 12:00
Fr, 06.05.2016 10:00 - 12:00
Fr, 13.05.2016 10:00 - 12:00
Fr, 20.05.2016 10:00 - 12:00
Fr, 27.05.2016 10:00 - 12:00
Fr, 03.06.2016 10:00 - 12:00
Fr, 10.06.2016 10:00 - 12:00
Fr, 17.06.2016 10:00 - 12:00
Fr, 24.06.2016 10:00 - 12:00
Fr, 01.07.2016 10:00 - 12:00
Fr, 08.07.2016 10:00 - 12:00
Fr, 15.07.2016 10:00 - 12:00
Fr, 22.07.2016 10:00 - 12:00