Mixing times and Markov Chain Monte Carlo methods, Winter semester 2023/24
Wednesday 16.15-18.00, N0.007.
Lecture course: Andreas Eberle
Exam: oral 23.2., 27.2., 21.3.
The course will follow the lecture notes
- Nawaf Bou-Rabee, Andreas Eberle: Markov Chain Monte Carlo Methods (LectureNotes_MCMC_2023 24)
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: Stochastic processes.
January 2024 Andreas Eberle eberle@uni-bonn.de