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Phone: 646-660-6500

Fax: 646-660-6501

 

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Baruch College/CUNY

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Office of the Provost and Senior Vice President for Academic Affairs

Message Archive



Thursday, September 21, 2017

 

This email is being sent to all members of the Baruch College faculty.

For an archive of announcements sent from the Associate Provost beginning June 2011, click here.

 

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.

 

Rongning Wu

Paul H. Chook Department of Information Systems and Statistics