- Spring 2020
Meeting Time:
MWF 10:30am - 11:20am
Location:
CDH 139
SLN:
16615
Joint Sections:
STAT 396 A
Instructor:
Catalog Description:
Finite Markov chains; stationary distributions; time reversals; classification of states; classical Markov chains; convergence in total variation distance and L2; spectral analysis; relaxation time; Monte Carlo techniques: rejection sampling, Metropolis-Hastings, Gibbs sampler, Glauber dynamics, hill climb and simulated annealing; harmonic functions and martingales for Markov chains. Prerequisite: a minimum grade of 2.0 in MATH 308; and either a minimum grade of 2.0 in MATH 394/STAT 394 and STAT 395/MATH 395, or a minimum grade of 2.0 in STAT 340 and STAT 341, or a minimum grade of 2.0 in STAT 340 and STAT 395/MATH 395. Offered: jointly with STAT 396; Sp.
GE Requirements:
Natural Sciences (NSc)
Credits:
3.0
Status:
Active
Last updated:
March 23, 2020 - 2:30am