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The Information Systems and Statistics Research Seminar Series
Presented by the Paul H. Chook Department of Information Systems and Statistics
From: Prof. Rongning Wu, Paul H. Chook Department of Information Systems and Statistics
Title: Adventures in Exact Hamiltonian Monte Carlo
Presenter: Ari Pakman, Research Scientist, Columbia University
Date/Time: Tuesday, Sept 26, 2017 @ 12:30pm-1:45pm
Location: NVC 11-217, ISS Conference Room
Abstract: We will study some continuous and discrete probability distributions with associated Hamiltonian equations that can be solved exactly. This leads to extremely efficient Markov Chain Monte Carlo algorithms that always accept the proposed moves. We will illustrate these techniques in a statistical neuroscience application.
Paul H. Chook Department of Information Systems and Statistics