Advanced topics MCMC 2021
From Werner KRAUTH
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: Please send me email if you want to join the course, 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'.
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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)
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Week 2 (20 January 2021): Transition matrices: From the balance conditions to mixing
References for Week 2:
- A. Sinclair, M. Jerrum "Approximate Counting, Uniform Generation and Rapidly Mixing Markov Chains [Information and Computation 82, 93-133 (1989)] (We only need Lemma 3.3)
