University of Colorado Boulder

Discrete-Time Markov Chains and Monte Carlo Methods

University of Colorado Boulder

Discrete-Time Markov Chains and Monte Carlo Methods

Jem Corcoran

Instructor: Jem Corcoran

Access provided by Vinnytsia National Technical University

3,054 already enrolled

21 reviews

Intermediate level

Recommended experience

Flexible schedule
Learn at your own pace

21 reviews

Intermediate level

Recommended experience

Flexible schedule
Learn at your own pace

What you'll learn

  • Analyze long-term behavior of Markov processes for the purposes of both prediction and understanding equilibrium in dynamic stochastic systems

  • Apply Markov decision processes to solve problems involving uncertainty and sequential decision-making

  • Simulate data from complex probability distributions using Markov chain Monte Carlo algorithms

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Taught in English

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MG

Reviewed on Apr 8, 2026

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