Challenges and Advances in High Dimensional and High Complexity Monte Carlo Computation and Theory

Videos from BIRS Workshop 12w5105

, Université Pierre et Marie Curie
- 10:03
Correlated sampling without re-weighting: computing properties with size-independent variances
Watch video | Download video: 201203190913-Assaraf.mp4 (89M)
, Eidgenössische Technische Hochschule Zürich and Università della Svizzera Italiana, Lugano
- 11:34
Sampling complex distributions in physics, chemistry and biology
Watch video | Download video: 201203191040-Parrinello.mp4 (146M)
, Imperial College London
- 15:03
Computational challenges with complex data for complex astrophysics
Watch video | Download video: 201203191417-vanDyk.mp4 (99M)
, University of British Columbia
- 10:33
Adaptive MCMC for high dimensional and high complexity problems
Watch video | Download video: 201203200951-deFreitas.mp4 (91M)
, University of Toronto
- 11:49
Adapting Metropolis algorithms and Gibbs samplers
Watch video | Download video: 201203201103-Rosenthal.mp4 (99M)
, Paris Dauphine University
- 14:20
Approximate Bayesian Computation for model selection
Watch video | Download video: 201203201332-Robert.mp4 (111M)
, University of Montreal
- 15:06
Bayesian estimation of copulas based on ranks and ABC
Watch video | Download video: 201203201421-Perron.mp4 (97M)
, University of New South Wales
- 16:15
Approximate Bayesian Computation in high dimensions
Watch video | Download video: 201203201531-Sisson.mp4 (98M)
, Rutgers University
- 17:07
A sampling algorithm via tempering, importance subsampling and Markov chain moving
Watch video | Download video: 201203201616-Tan.mp4 (127M)
, University of Warwick
- 09:49
Sequential importance sampling for irreducible diffusions
Watch video | Download video: 201203210901-Roberts.mp4 (116M)
, Portland State University
- 10:29
Comparing discrete dynamics over finite fields
Watch video | Download video: 201203210950-Dinwoodie.mp4 (96M)
, Harvard University
- 11:30
On two ideas in sequential Monte Carlo methods
Watch video | Download video: 201203211045-Liu.mp4 (114M)
, York University
- 09:50
Bayes factors and the geometry of discrete loglinear models
Watch video | Download video: 201203220905-Massam.mp4 (114M)
, Texas A&M University
- 10:36
Bayesian subset modeling for high dimensional generalized linear models and its asymptotic properties
Watch video | Download video: 201203220951-Liang.mp4 (115M)
, University of Florida
- 11:44
Convergence rate results for two Gibbs samplers
Watch video | Download video: 201203221109-Hobert.mp4 (78M)
, University of Warwick
- 14:12
Why does the Gibbs sampler work on hierarchical models?
Watch video | Download video: 201203221332-Latuszynski.mp4 (89M)
, Columbia University
- 16:16
Advances in efficient Monte Carlo for stochastic networks
Watch video | Download video: 201203221530-Blanchet.mp4 (140M)