Couplings and Monte Carlo by Pierre Jacob19 Feb 2020, by Events in
Thursday 5 March 2020, 11:00-14:00
LG.22, Fry Building, School of Mathematics, University of Bristol, UK
Couplings and Monte Carlo
Pierre Jacob, Associate Professor of Statistics at Harvard University
In his lectures, Pierre will cover couplings, total variation and optimal transport. He will describe the use of couplings in Monte Carlo methods, such as coupling from the past, diagnostics of convergence, and bias removal.
This event is sponsored by COMPASS – EPSRC Centre for Doctoral Training in Computational Statistics and Data Science.