University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > On the ordering of some nonreversible Markov chain and Markov process Monte Carlo methods

On the ordering of some nonreversible Markov chain and Markov process Monte Carlo methods

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact info@newton.ac.uk.

SINW01 - Scalable statistical inference

We will show how one can derive simple criteria to order the asymptotic variance of a broad class of Monte Carlo algorithms based on Markov chains or processes. Interestingly these results mirror existing results for algorithms based on reversible processes.

Joint work with Sam Livingstone.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2017 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity