Back to Departmental Colloquium: Spring 2022
Departmental Colloquium
Date: Monday, Jan 3, 2022
Time: 4:00PM
Location: JWB 335
Michael Lindsey
Courant Institute New York University
Title |
Tools for multimodal sampling |
Abstract |
The task of sampling from a probability distribution with known density arises almost ubiquitously in the mathematical sciences, from Bayesian inference to computational chemistry. The most generic and widely-used method for this task is Markov chain Monte Carlo (MCMC), though this method typically suffers from extremely long autocorrelation times when the target density has many modes that are separated by regions of low probability. We present several new methods for sampling that can be viewed as addressing this common problem, drawing on techniques from MCMC, graphical models, and tensor networks. Fall 2021 - past |
Probability
Mathematical Biology