Schedule of the class: Advanced Markov Modeling 2017-2018

Last update: 30 March 2018, 14:45: room announcement and instructions for access

This is a Doctoral Module proposed by the Doctoral School I2S of the University Montpellier.

The course will be given in 7 classes of 3h with a 15mn pause in the middle.


Location: room 167 of the Ecole Doctorale I2S

Room 167 is located in Building #2 of the St Priest Campus of the University of Montpellier:
860 rue St Priest, Tram T1 stop Château d'O or Occitanie, Bus #6 stop Saint-Priest.

Car entrance of the campus is located in the Rue St Priest. There is a gate with a gate keeper.
Just tell him/her that you come to attend a class in Building #2.
Ample free parking space close to the building, first turn on the right after the gate.

The entrance of the "Ecole Doctorale" is at the back of the building. Room 167 is on the first floor.

Lectures will be given by Alain Jean-Marie unless otherwise specified.

Lecture

Date

Topic

Place

1

Tuesday 3 April 2018
14h-17h

Basic Markov Chain Theory
Discrete-time Markov Chains,
Continuous-Time Markov Chains

Room 167

2

Thursday 5 April 2018
14h-17h

Computing Distributions
Exact Methods
Numerical Methods

Room 167

3

Friday 6 April 2018
14h-17h

Illustrations and Examples / 1
Discrete-time and continuous-time
models of stocks and populations

Room 167

4

Tuesday 10 April 2018
14h-17h

Simulation
Basic Principles
Sampling from distributions

Room 167

5

Wednesday 11 April 2018
14h-17h

Illustrations and Examples / 2
Illustration in Particle Physics
taught by Fabrice Philippe

Room 167

6

Thursday 12 April 2018
14h-17h

Programming Markov Chains
the marmoteCore package

Room 167

7

Friday 13 April 2018
14h-17h

Advanced extensions:
Markov Decision Processes
Hidden Markov Chains

Room 167