Advanced topics MCMC 2021

From Werner KRAUTH

Revision as of 20:31, 19 January 2021; view current revision
←Older revision | Newer revision→
Jump to: navigation, search

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'.

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)


Week 2 (20 January 2021): Transition matrices: From the balance conditions to mixing

References for Week 2:

Personal tools