070116, Zhi Xi Building, NCCU
(政大應數系志希樓 070116)
Introduction to Markov Chain Monte Carlo
Chek Hin Choi (The Chinese University of Hong Kong)
Abstract:
In this talk, we will introduce the basic theory and algorithms behind Markov chain Monte Carlo methods, with a focus on the Metropolis-Hastings and simulated annealing algorithms. Other related algorithms will also be briefly mentioned.
