Advanced topics MCMC 2021
From Werner KRAUTH
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| ICFP students: If you want to join the course, please send email to me, so I can send you an invitation to the slack work space MCMC-AT. | ICFP students: If you want to join the course, please send email to me, so I can send you an invitation to the slack work space MCMC-AT. | ||
| + | |||
| + | Latest News: | ||
| + | * second course on 20 January 2021 (via zoom). We will have a first student participation 'en plein CM'. | ||
| + | |||
| + | ==Week 1 (13 January 2021): Transition matrices: From the balance conditions to mixing== | ||
| + | |||
| + | References for Week 1: | ||
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| + | * W. Krauth, "Statistical Mechanics: Algorithms and Computations]" (Oxford, 2006) (for the introduction) | ||
| + | * D. A. Levin, Y. Peres "Markov Chains and Mixing Times, second edition" | ||
| + | * M. Weber, "Eigenvalues of non-reversible Markovchains - A case study" ZIB report (2017) | ||
Revision as of 19:45, 19 January 2021
This is the homepage for the ICFP course: Advanced Topics in Markov-chain Monte Carlo that is running from 13 January 2021 through 17 March 2021.
Lectures/TD start at 14:00 on Wednesday afternoons and last until 17:00 (on the same date ;)).
We are using a mix of Lectures/inverted classroom/student participation in lectures/slack...
ICFP students: If you want to join the course, please send email to me, so I can send you an invitation to the slack work space MCMC-AT.
Latest News:
- second course on 20 January 2021 (via zoom). We will have a first student participation 'en plein CM'.
Week 1 (13 January 2021): Transition matrices: From the balance conditions to mixing
References for Week 1:
- W. Krauth, "Statistical Mechanics: Algorithms and Computations]" (Oxford, 2006) (for the introduction)
- D. A. Levin, Y. Peres "Markov Chains and Mixing Times, second edition"
- M. Weber, "Eigenvalues of non-reversible Markovchains - A case study" ZIB report (2017)
