Literature seminar Markov processes

Students will review and present selected topics in the realm of inference and analysis of Markov processes. We will select a number of papers / chapters to prepare for the respective topics. Students should review and understand this material in detail, demonstrate that they are able to explain/teach the topic to others in a clear and pedagogical way, and ideally illustrate the respective method or algorithm using own code (Matlab, python, … ).

Scheinkriterien

• Active participation
• Presentation of one topic.

Formalities

• MSc Mathematics
• 5 LP / 2 SWS
• Literaturseminar

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