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