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Mathematical Sciences Colloquium - Andreas Eberle, University of Bonn "Coupling approaches for Markov Chain Monte Carlo methods on high dimensional state spaces" (via Zoom)

Friday, February 11, 2022
11:00 am to 12:00 pm
Floor/Room #: 
Via Zoom

Speaker: Andreas Eberle, University of Bonn

Friday, February 12, 2022

11:00 am - 12:00 pm

Zoom Meeting ID: 938 5580 7694

Title: Coupling approaches for Markov Chain Monte Carlo methods
on high dimensional state spaces

Abstract: Standard tools for establishing and quantifying convergence to equilibrium of Markov processes are either analytic (functional inequalities, conductance, hypocoercivity) or probabilistic (couplings). In recent years, several corresponding approaches have been developed in order to study Markov processes related to MCMC methods on high dimensional euclidean state spaces. In this talk, I will present coupling approaches and their applications to different models and algorithms. 

DEPARTMENT(S):