Sampling Crash Course

Sampling Crash Course

Simons Institute via YouTube Direct link

References

1 of 15

1 of 15

References

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Classroom Contents

Sampling Crash Course

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  1. 1 References
  2. 2 Direct Methods
  3. 3 Acceptance rejection
  4. 4 Creating samples from mu
  5. 5 Running time
  6. 6 Markov chain Monte Carlo
  7. 7 Mixing time
  8. 8 Relaxation times
  9. 9 probabilistic approaches
  10. 10 analytic approaches
  11. 11 Independent sampler
  12. 12 Proposal kernel
  13. 13 Random work metropolis
  14. 14 Conductance
  15. 15 Detailed Balance

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