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Monte Carlo Methods

This video was recorded at Machine Learning Summer School (MLSS ), Bordeaux 2011. We will first review the Monte Carlo principle and standard Monte Carlo methods including rejection sampling, importance sampling and standard Markov chain Monte Carlo (MCMC) methods. We will then discuss more advanced MCMC methods such as adaptive MCMC methods and auxiliary variable methods such as parallel tempering, particle MCMC methods and slice sampling.... Show More

Keywords:: videolectures, ocwc, oec

Disciplines:

Science and Technology / Computer Science / Programming & Programming Languages

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Material Type:: Presentation
Date Added to MERLOT:: February 10, 2015
Date Modified in MERLOT:: February 10, 2015
Author:: Arnaud Doucet, Department of Statistics, University of Oxford
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Video

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Accessibility Information Available:: Unknown
Creative Commons:: This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States