Mathematics T.U.E.S.Day Lecture: Joris Bierkens
This T.U.E.S.Day Lecture will be given by Joris Bierkens. He will tell us about Markov Chain Monte Carlo, which can be used to simulate data. It is a fundamental computational technique in statistics, physics and machine learning. He will give a brief introduction to this methodology, starting from elementary mathematics. In the final part of the talk he will mention some very recent advances, in particular the use of Piecewise Deterministic Markov processes in MCMC.
Register now at wisv.ch/lecture!