Event Detail

Event Type: 
Probability Seminar
Date/Time: 
Tuesday, November 26, 2013 - 07:00
Location: 
GILK 104

Speaker Info

Local Speaker: 
Abstract: 

This is an expository talk on Markov Chain Monte Carlo (MCMC) sampling techniques. We will show how sampling with MCMC works and how to solve optimization problems with MCMC, and tune MCMC with simulated annealing. We will discuss how to use MCMC for inference in Baysian networks, and state of the art methods for estimating the running times of MCMC algorithms.