Welcome to Markov Chains and Markov Models summer term 2016

News

8.7. MCMM presentation dates & times set. See below.

General

Lecture ID: 19216201 + 19216202
Lecture: Frank Noé, Feliks Nüske, Christoph Wehmeyer
Software Lab: Christoph Wehmeyer
Language: English
SWS: 2 + 2
Requirements: Master Students of Mathematics or Physics

Registration

FU students must sign up for this class in both Campus Management and KVV des Fachbereichs (Membership >> Joinable Sites >> Join)
Non-resident students please send email with name, home institute and student ID to katja.geiger[at]fu-berlin.de. At first lecture you will receive a login key so you can use the PC pool workstations.

Dates

	Date	starting	time	Location	Lecturer
Lecture	Fridays	22 April	10:15	Takustr. 9, SR 046	Noé, Nüske, Wehmeyer
Software Lab (Übung)	Thursdays	28 April	14:15	Arnimallee 6, PC Pool 030	Wehmeyer
Project Presentations I	Friday	15 July	10:15-11:45	Arnimallee 6, SR 007/008	Noé, Nüske, Wehmeyer
Project Presentations II	Thursday	21 July	14:00-16:00	Arnimallee 6, SR126	Noé, Nüske, 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

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
Feliks Nüske	appointment by email. Arnimallee 6, 209	feliks.nueske[at]fu-berlin.de
Christoph Wehmeyer	appointment by email. Arnimallee 6, R212a	christoph.wehmeyer[at]fu-berlin.de