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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Rothschild Lecture: Hamiltonian Monte Carlo and geometric integration

## Rothschild Lecture: Hamiltonian Monte Carlo and geometric integrationAdd to your list(s) Download to your calendar using vCal - Chus Sanz-Serna (Universidad Carlos III de Madrid; Universidad de Valladolid)
- Friday 06 December 2019, 16:00-17:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact info@newton.ac.uk. GCS - Geometry, compatibility and structure preservation in computational differential equations Many application fields require samples from an arbitrary probability distribution. Hamiltonian Monte Carlo is a sampling algorithm that originated in the physics literature and has later gained much popularity among statisticians. This is a talk addressed to a general audience, where I will describe the algorithm and some of its applications. The exposition requires basic ideas from different fields, from statistical physics to geometric integration of differential equations and from Bayesian statistics to Hamiltonian dynamics and I will provide the necessary background, albeit superficially. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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