Simulation and Analysis of stochastic Processes (Numerik IVc)

• Next lecture: Summer Semester 2012
• The main script is here
• Books:
  • van Kampen: "Stochastic processes in physics and chemistry", Elsevier
  • Norris: "Markov chains". Cambridge university press. Excerpt: http://www.statslab.cam.ac.uk/~james/Markov/
• Papers:
  • Metropolis et al (1953): Metropolis Monte Carlo
  • Noe et al (2010): Transition Path Theory
  • Noe (2008): Transition Matrix Sampling
  • Sarich et al (2010): Discretization Error of Continuous Markov Processes 
• Excercises: will be given out next lecture

Seminar - Simulation and Analysis of stochastic Processes (Seminar Numerik IVc)

• The project descriptions are here
• Lectures: 45 minutes each
  • 11. Jan 2012
    • Katja: MC Simulations of Polymers
    • Sam: Transition Path Theory
  • 18. Jan 2012
    • Philipp: Discrete Hidden Markov Models
    • Oscar: Continuous HMMs / Multi-Gaussian EM
  • 25. Jan 2012
    • Sergiy: Metastability / Parallel Tempering
    • Evelyn: Metastability / Umbrella Sampling
  • 1. Feb 2012
    
    • Feliks: Approximation theory for Markov models
    • Duc: Markov model for protein dynamics