London Probability Seminar

Session: Markov Chain Monte Carlo – theory and practice

Omiros Papaspiliopoulos and Gareth Roberts will give a short course on recent developments in MCMC.

10:00 – 12:00 Gibbs sampler: geometry and algorithms – Omiros Papaspiliopoulos ICREA & Universitat Pompeu Fabra, Barcelona

TBA

14:00 – 16:00 Optimal scaling of MCMC algorithms – Gareth Roberts University of Warwick

TBA