Upcoming Events

Many events are currently organized online. Information on how to access these events can be found by clicking “more” below the respective entry.


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Wednesday, 26.01.2022, 10:00 (Online Event)
Forschungsseminar Mathematische Statistik
Prof. Pierre Jacob, ESSEC Business School, Frankreich:
Some methods based on couplings of Markov chain Monte Carlo algorithms (online talk)
more ... Location
Online Event

Abstract
Markov chain Monte Carlo algorithms are commonly used to approximate a variety of probability distributions, such as posterior distributions arising in Bayesian analysis. I will review the idea of coupling in the context of Markov chains, and how this idea not only leads to theoretical analyses of Markov chains but also to new Monte Carlo methods. In particular, the talk will describe how coupled Markov chains can be used to obtain 1) unbiased estimators of expectations and of normalizing constants, 2) non-asymptotic convergence diagnostics for Markov chains, and 3) unbiased estimators of the asymptotic variance of MCMC ergodic averages.

Further Informations
Der Vortrag findet bei Zoom statt: https://zoom.us/j/159082384

Host
Humboldt-Universität zu Berlin
WIAS Berlin
Wednesday, 26.01.2022, 15:15 (Online Event)
Berliner Oberseminar „Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)
Prof. Dr. Alexander Mielke, WIAS Berlin:
On two coupled degenerate parabolic equations motivated by thermodynamics (online talk)
more ... Location
Online Event

Further Informations
Berliner Oberseminar “Nichtlineare partielle Differentialgleichungen” (Langenbach-Seminar)

Host
Humboldt-Universität zu Berlin
WIAS Berlin