- Spring 2024
Meeting Time:
MWF 8:30am - 9:20am
Location:
BAG 154
SLN:
16959
Joint Sections:
STAT 396 A
Instructor:
Carlos Cinelli
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 208; 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 12, 2024 - 2:56am