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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.