8-12 March 2015
Weissman Building
Asia/Jerusalem timezone
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Hamiltonian Monte Carlo

on 8 Mar 2015 from 2:15 PM to 2:45 PM
Session: Astro Stat

Description

Here we address on how MCMC can be improved for certain classes of problem, using Hamiltonian (or Hybrid) Monte Carlo (HMC). This technique can be used for some problems with huge numbers of parameters (millions).

Place

Location: Weissman Building
Address: Weizmann Institute
Room: Weissman Auditorium