19216201
Lecture
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:
- 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 Class schedule
Regular appointments
Fri, 2016-04-22 10:00 - 12:00
Fri, 2016-04-29 10:00 - 12:00
Fri, 2016-05-06 10:00 - 12:00
Fri, 2016-05-13 10:00 - 12:00
Fri, 2016-05-20 10:00 - 12:00
Fri, 2016-05-27 10:00 - 12:00
Fri, 2016-06-03 10:00 - 12:00
Fri, 2016-06-10 10:00 - 12:00
Fri, 2016-06-17 10:00 - 12:00
Fri, 2016-06-24 10:00 - 12:00
Fri, 2016-07-01 10:00 - 12:00
Fri, 2016-07-08 10:00 - 12:00
Fri, 2016-07-15 10:00 - 12:00
Fri, 2016-07-22 10:00 - 12:00