Video library: Éric Moulines, A. Durmus, MCMC, Langevin diffusion, and control variates for MCMC

VIDEO LIBRARY


International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 20, 2021 17:00, online

MCMC, Langevin diffusion, and control variates for MCMC Éric Moulines^aabb, A. Durmus^c ^a École Polytechnique ^b HSE University ^c ENS Paris-Saclay
https://youtu.be/hOF-YEK32mc Abstract: The talk is based on joint work with A. Durmus, A. Naumov, S. Samsonov, and Hoi-To-Wai. Language: English