Hamiltonian Monte Carlo and Geometric Integration
Isaac Newton Institute for Mathematical Sciences via YouTube
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Explore the Hamiltonian Monte Carlo sampling algorithm in this 55-minute Rothschild Lecture by Professor Chus Sanz-Sanz-Serna from Universidad Carlos III de Madrid. Gain insights into the algorithm's origins in physics and its growing popularity among statisticians. Discover its applications across various fields, including statistical physics, geometric integration of differential equations, Bayesian statistics, and Hamiltonian dynamics. Learn the basic concepts and necessary background information to understand this powerful sampling technique, presented in an accessible manner for a general audience.
Syllabus
Date: Friday 6th December 2019 - 16:00 to
Taught by
Isaac Newton Institute for Mathematical Sciences