图 书 馆
扩散和流形上的测地流：马尔可夫链蒙特卡罗微分几何Diffusions and Geodesic Flows on Manifolds: The Differential Geometry of Markov Chain Monte Carlo |
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| 课程网址: | http://videolectures.net/mlss2012_girolami_mcmc/ |
| 主讲教师: | Mark Girolami |
| 开课单位: | 格拉斯哥大学 |
| 开课时间: | 2013-01-15 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Markov Chain Monte Carlo methods provide the most comprehensive set of simulation based tools to enable inference over many classes of statistical models. The complexity of many applications presents an enormous challenge for sampling methods motivating continual innovation in theory, methodology and associated algorithms. In this series of lectures we will consider one recent advance in MCMC methodology, that has exploited mathematical ideas from differential geometry, classical nonlinear dynamics, and diffusions constrained on manifolds, in attempting to provide the tools required to attack some of the most challenging of sampling problems presented to statisticians. A step-by-step presentation of the material will be provided to ensure that students grasp the fundamental concepts and are able to then develop further theory and methodology at the end of the lectures. |
| 关 键 词: | 抽样; 古典微分几何; 非线性动力学 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-05-31：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 58 |