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Implicit Sampling

PDE and Applied Math Seminar

Speaker: Alexandre Chorin, UC-Berkeley
Location: 1147 MSB
Start time: Tue, Mar 13 2012, 4:10PM

The difficulty in sampling multidimensional probability densities efficiently is one of the major roadblocks in scientific computation. I will discuss implicit sampling, an efficient general weighted sampling scheme, with examples from data analysis and from quantum mechanics.