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SEMINARS
Stochastic algorithms for sampling high-dimensional Boltzemann measures
时间  Datetime
2019-07-29 16:00 — 17:00 
地点  Venue
Middle Lecture Room(703)
报告人  Speaker
Liming Wu
单位  Affiliation
Centre national de la recherche scientifique
邀请人  Host
王维克
报告摘要  Abstract

The integral of a function w.r.t. a high dimensional Boltzeman measure $\mu=(1/C)e^{-V} dx$ is impossible in deterministic approaches. In this survey talk I will present several old and current stochastic algorithms : Gibbs sampling, Langevin's equation or Metropolis-Hasting. However many mathematical problems remain open, which are new important chalenge for today's and future probabilists.