Welcome to Markov Chains and Markov Models SoSe 2015

News

08.05.2015 | Please find the notes used for the lectures in section Content below. We will try to update them after each lecture. 23.04.2015 | Change of Room Notice: This week, the exercise will be held in r 007/008 (not r 030!), Arnimallee 6
16.4.2015 | Registration FU students please sign up for this lecture in both Campus Management and KVV des Fachbereichs (Membership >> Joinable Sites >> Join)
16.4.2015 | Information for non-resident students without an FU account To sign up please send email with name, and your home institute student ID to katja.geiger[at]fu-berlin.de. At first lecture you will receive a guest account form so you can use the PC pool workstations.
First lecture Friday 17 April 2015

General

Lecturer: Frank Noé
Exercises/Software Lab: Christoph Wehmeyer
Assistant: Feliks Nüske
Language: English
SWS: 2 + 2
Requirements: Master Students of Mathematics or Physics

Dates

	Date	starting	time	Location	Lecturer
Lecture	Fridays	17 April	10:15	Takustr. 9, SR 046	Noé
Exercise	Thursdays	23 April	14:15	Arnimallee 6, PC Pool 030	Wehmeyer
Project Presentations I	Friday	10 July	10-12h	Arnimallee 6, SR126	Noé/Wehmeyer
Project Presentations II	Thursday	16 July	14-16h	Arnimallee 6, SR126	Noé/Wehmeyer

Content

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

Script: These are the notes used in the lectures. Please notify us if you find any mistakes.

No	Date	PDF
1	23.04.2015
2	08.05.2015
3	15.05.2015
4	22.05.2015
7	19.06.2015

Additionally, here is a script covering many topics that appear in the course. However, it also contains material that will not be used.

Software Lab: The accompanying software lab addresses the practical issues of building Markov Models by means of a short series of software projects. In this part of the course, we will implement codes to estimate and analyse Markov Models, and approach the topic of data generation as well.

All students are required to have basic training in programming and be familiar with at least one of the languages (Python, C/C++, Java). Matlab is not sufficient.

Credit Requirements (Scheinkriterien)

TBA

Contact

Name	Consultation Hour	Mail
Frank Noé	appointment by email. Arnimallee 6, R213	frank.noe[at]fu-berlin.de
Christoph Wehmeyer	appointment by email. Arnimallee 6, R212a	christoph.wehmeyer[at]fu-berlin.de
Feliks Nüske	appointment by email. Arnimallee 6, R209	feliks.nueske[at]fu-berlin.de