Modeling and Simulation Group Meeting

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Markov Chain Monte Carlo on manifolds (part I)

Speaker: Miranda Holmes-Cerfon, Courant Institute

Location: Warren Weaver Hall 517

Date: Thursday, September 16, 2021, 12:30 p.m.

Synopsis:

I will give a tutorial on Monte Carlo on manifolds. You don't need to know what a manifold is, nor even really Monte Carlo. Part I will focus on background on measures on manifolds.