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