Mixing times and Markov Chain Monte Carlo methods, Winter semester 2025/26
Friday 10-12, 0.011
Lecture course: Andreas Eberle
Exam: oral
The course will follow Chapter I and II of the lecture notes
- Nawaf Bou-Rabee, Andreas Eberle: Markov Chain Monte Carlo Methods (LectureNotes_MCMC_2024 25)
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.
August 2025 Andreas Eberle eberle@uni-bonn.de