Welcome to Markov Chains and Markov Models SoSe 2015


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


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


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


Markov chains are a universal tool to model real-world processes, including financial markets, reaction kinetics and molecular dynamics.


  • 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.
NoSorted ascending Date PDF
1 23.04.2015 pdf
2 08.05.2015 pdf
3 15.05.2015 pdf
4 22.05.2015 pdf
7 19.06.2015 pdf
Additionally, here is a script covering many topics that appear in the course. However, it also contains material that will not be used. 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)



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

This topic: CompMolBio > Lectures > MarkovKetten15
Topic revision: 19 Jun 2015, FeliksNueske