Applied Mathematics Seminar: MCMC or: how I learned to stop worrying and love randomness
December 4, 2020
Speaker: Luis Gordillo, Associate Professor, Department of Math & Statistics, USU
ZOOM ID: 945 1753 3441 PWD: USUAMS
Abstract: Markov Chain Monte Carlo (MCMC) is a useful computer-intensive tool that has received lots of attention. By using MCMC ideas it is possible to write algorithms for sampling from complicated target distributions. In this talk, aimed at undergraduate and graduate students, I will present the main ideas of MCMC and show examples of how the techniques can be used to solve some difficult problems, including the inference of parameters in stochastic epidemic models of the SIR type.