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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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