BEGIN:VCALENDAR
VERSION:2.0
PRODID:researchseminars.org
CALSCALE:GREGORIAN
X-WR-CALNAME:researchseminars.org
BEGIN:VEVENT
SUMMARY:Wei Zhang (Zuse Institute Berlin)
DTSTART:20200721T120000Z
DTEND:20200721T130000Z
DTSTAMP:20260423T034449Z
UID:DSCSS/3
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/DSCSS/3/">Re
 cent developments of Monte Carlo sampling strategies for probability distr
 ibutions on submanifolds</a>\nby Wei Zhang (Zuse Institute Berlin) as part
  of Data Science and Computational Statistics Seminar\n\n\nAbstract\nMonte
  Carlo sampling for probability distributions on submanifolds is involved 
 in many applications in molecular dynamics\, statistical mechanics and Bay
 esian computation. In this talk\,  I will talk about two types of Monte Ca
 rlo schemes that are developed in recent years. The first type of schemes 
 is based on the ergodicity of stochastic differential equations (SDEs) on 
 submanifolds and is asymptotically unbiased as the step-size vanishes. The
  second type of schemes consists of Markov chain Monte Carlo (MCMC) algori
 thms that are unbiased when finite step-sizes are used. I will discuss the
  role of projections onto submanifolds\, as well as the necessity of the s
 o-called "reversibility check'' step in MCMC schemes on submanifolds that 
 is first pointed out by Goodman\, Holmes-Cerfon and Zappa. During the talk
 \, I will illustrate both types of schemes with some numerical examples.\n
LOCATION:https://researchseminars.org/talk/DSCSS/3/
END:VEVENT
END:VCALENDAR