Abstract: This is a short introduction to the many directions of current research in Bayesian computational statistics, from accelerating MCMC algorithms, to using partly deterministic Markov processes like the bouncy particle and the zigzag samplers, to approximating the target or the proposal distributions in such methods. The main illustration focuses on the evaluation of normalising constants and ratios of normalising constants.
Recording during the Masterclass in Bayesian Statistics the September 23, 2018 at the Centre International de Rencontres Mathématiques (Marseille, France)
Filmmaker: Guillaume Hennenfent
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities:
- Chapter markers and keywords to watch the parts of your choice in the video
- Videos enriched with abstracts, bibliographies, Mathematics Subject Classification
- Multi-criteria search by author, title, tags, mathematical area
