Piecewise deterministic Markov processes and continuous-time Monte Carlo

Third-cycle level | 7.5 credits | Course code: NFMV021
VT 2022
Study period: 2022-01-17 - 2022-03-20
LANGUAGE OF INSTRUCTION: The course is given in English
Application period: 2021-11-15 - 2022-01-03

Course description

At the end of the course students will be able to:

Use piecewise deterministic Markov processes as modelling tools. 

Use and design Monte-Carlo methods based on piecewise-deterministic Markov processes (event-chain Monte-Carlo).

Requirements and Selection

Entry requirements

Analysis, probability theory, familiarity with basic stochastic processes, deriving basic Markov-Chain Monte Carlo methods and being able to implement them. 


Not relevant

Course syllabus



Department of Mathematical Sciences


Natural Science and Mathematics

Type of course

Subject area course


Markov processes, Monte Carlo

CONTACTMoritz Schauer