Markov Chain Monte Carlo By Anese Gashi & Ahmed Hussain '25
Wed, March 5th, 2025
1:00 pm - 1:50 pm
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Markov Chain Monte Carlo: A Powerful Tool for Sampling and Inference by Anese Gashi & Ahmed Hussain ’25, Wednesday March 5, 1:00 – 1:50pm, North Science Building 113, Wachenheim, Mathematics Colloquium
Abstract:
How can you simulate from complex and high-dimensional probability distributions efficiently? Markov chain Monte Carlo (MCMC) is a powerful methodology that employs Markov chains to sample distributions that would otherwise be computationally intractable. This talk will introduce the key ideas behind MCMC, the theory of Markov Chains, and present Metropolis-Hastings Algorithm.