19216202
Practice seminar
SoSe 16: Markov chains and markov models
Frank Noe, Christoph Wehmeyer
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
12 Class schedule
Regular appointments
Thu, 2016-04-28 14:00 - 16:00
Thu, 2016-05-12 14:00 - 16:00
Thu, 2016-05-19 14:00 - 16:00
Thu, 2016-05-26 14:00 - 16:00
Thu, 2016-06-02 14:00 - 16:00
Thu, 2016-06-09 14:00 - 16:00
Thu, 2016-06-16 14:00 - 16:00
Thu, 2016-06-23 14:00 - 16:00
Thu, 2016-06-30 14:00 - 16:00
Thu, 2016-07-07 14:00 - 16:00
Thu, 2016-07-14 14:00 - 16:00
Thu, 2016-07-21 14:00 - 16:00