Mathematics Colloquia and Seminars
Implicit SamplingPDE and Applied Math Seminar
|Speaker:||Alexandre Chorin, UC-Berkeley|
|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.