Monte Carlo method

There have been 1 completed talk tagged with Monte Carlo method.

Related Tags

• markov chain
• markov process
• numerical analysis
• probability
• statistics
• applied mathematics

Completed Talks

Markov Chain Monte Carlo

Delivered by Jacob Jackson on Wednesday October 4, 2017

The talk will introduce Markov chain Monte Carlo methods as a means of sampling from a distribution. The Metropolis-Hastings algorithm will be discussed as well as applications of Markov chain Monte Carlo for Bayesian inference and optimization.

Will expect familiarity with basic probability theory, especially conditional probability.

The slides for this talk are available at Jacob Jackson’s website.