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"What do we know about the Metropolis algorithm?


Speaker: Persi Diaconis, Stanford University
Location: 1147 MSB
Start time: Tue, Nov 27 2007, 4:10PM

The Metropolis algorithm is one of the most used tools of scientific computing. I will explain the algorithm and illustrate it's applications in cryptography. Analysis of the algorithm is mostly for the future, but tools from Hecke algebras through micro-local analysis can be useful.