Advanced topics MCMC 2021

From Werner KRAUTH

Revision as of 19:45, 19 January 2021 Werner (Talk | contribs) ← Previous diff		Revision as of 19:46, 19 January 2021 Werner (Talk | contribs) (→Week 1 (13 January 2021): Transition matrices: From the balance conditions to mixing) Next diff →
Line 14:		Line 14:
	References for Week 1:		References for Week 1:
-	* W. Krauth, "Statistical Mechanics: Algorithms and Computations]" (Oxford, 2006) (for the introduction)	+	* W. Krauth, "Statistical Mechanics: Algorithms and Computations" (Oxford, 2006) (for the introduction)
-	* D. A. Levin, Y. Peres "Markov Chains and Mixing Times, second edition"	+	* D. A. Levin, Y. Peres, E. L. Wilmer, "Markov Chains and Mixing Times" (American Mathematical Society, 2008)
-	* M. Weber, "Eigenvalues of non-reversible Markovchains - A case study" ZIB report (2017)	+	* M. Weber, "Eigenvalues of non-reversible Markov chains - A case study" ZIB report (2017)

---

Revision as of 19:46, 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, E. L. Wilmer, "Markov Chains and Mixing Times" (American Mathematical Society, 2008)
• M. Weber, "Eigenvalues of non-reversible Markov chains - A case study" ZIB report (2017)