Convergence of Markov Processes and Markov Chain Monte Carlo methods, Winter semester 2022/23

Thursdays 14.15-16.00, Room 1.007, Endenicher Allee 60

The lecture on 12.1. will take place from 14.00-15.30 !

Graduate Seminar in summer term: preliminary meeting on Monday 16.1., 14.30 in N0.007

Lecture course: Andreas Eberle

Exam: oral (possible exam times on Tuesday 14.2., Thursday 23.2., Tuesday 28.2., Tuesday 28.3.)

The course will follow the lecture notes

• Nawaf Bou-Rabee, Andreas Eberle: Markov Chain Monte Carlo Methods (LectureNotes_MCMC_2023 24) (in preparation)

which give an introduction to mathematical approaches for studying the convergence of MCMC methods. Some additional material is available under the following link:

• Additional course material (password provided in the lecture)

Prerequisites: The course can be taken in parallel as a complement to the course on Markov Processes (offering some more applied view on the material studied there), or as a follow-up. With some additional work, it is also possible to attend this course independently of Markov Processes. Some background on Stochastic Processes is assumed.

 

November 2022  Andreas Eberle eberle@uni-bonn.de