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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Food For Thought Seminar
Alex Brik
UCSD
The Metropolis-Hastings Algorithm
Abstract:
The Metropolis-Hastings algorithm is a widely applicable procedure for drawing samples from a specified distribution on a large finite set. The talk will describe the Metropolis-Hastings algorithm and some of its properties. There will be a discussion of some of the applications and an example.
October 28, 2010
11:00 AM
AP&M 7321
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