Room 440, Astronomy-Mathematics Building, NTU + Cisco WebEx, Physical+Online Seminar
(實體+線上演講 台灣大學天文數學館440室 + Cisco WebEx)
On Dynamic Monte Carlo / Markov Chain Monte Carlo
Chii-Ruey Hwang (Academia Sinica)
Abstract
In applications the underlying probability may be known up to a normalizing constant only, the direct sampling is not possible. Instead Markov processes could be used for approximations. In this talk I’ll describe some mathematical setups and related problems motived by this application.
Meeting number (access code): 2516 081 9207
Meeting password: gT4PkCAff58
Organizers: Jhih-Huang Li (NTU) & Wai Kit Lam(NTU)
