Cancelled
20119602
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