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Texas A&M University
Mathematics

Colloquium - Michael Lindsey

Date: November 29, 2021

Time: 4:00PM - 5:00PM

Location: BLOC 117

Speaker: Michael Lindsey, Courant Institute of Mathematical Sciences, NY

  

Description:
Title: Tools for multimodal sampling
Abstract: The task of sampling from a probability distribution with known density arises almost ubiquitously in the mathematical sciences, from Bayesian inference to computational chemistry. The most generic and widely-used method for this task is Markov chain Monte Carlo (MCMC), though this method typically suffers from extremely long autocorrelation times when the target density has many modes that are separated by regions of low probability. We present several new methods for sampling that can be viewed as addressing this common problem, drawing on techniques from MCMC, graphical models, tensor networks, and generative modeling.