Cancelled
20119601
Lecture
SoSe 16: Markov chains and markov models
Frank Noe
Additional information / Pre-requisites
Master students of Mathematics and Physics
<a href="http://www.mi.fu-berlin.de/w/CompMolBio/MarkovKetten15">For more information and updates see here!</a>
Comments
Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.
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<strong>Topics:</strong>
<ul>
<li> Introduction to the theory of Markov chains </li>
<li> Estimation of Markov chains from data </li>
<li> Estimation uncertainty </li>
<li> Transition path theory </li>
<li> Analysis of Markov chains </li>
<li> Spectral analysis </li>
<li> Discretization of continuous Markov processes </li>
</ul>