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1 - 4 of 4 results for: MATH235

MATH 235: Modern Markov Chains (STATS 318)

Tools for understanding Markov chains as they arise in applications. Random walk on graphs, reversible Markov chains, Metropolis algorithm, Gibbs sampler, hybrid Monte Carlo, auxiliary variables, hit and run, Swedson-Wong algorithms, geometric theory, Poincare-Nash-Cheeger-Log-Sobolov inequalities. Comparison techniques, coupling, stationary times, Harris recurrence, central limit theorems, and large deviations.
Terms: Win | Units: 3
Instructors: Diaconis, P. (PI)

MATH 235A: Topics in combinatorics

This advanced course in extremal combinatorics covers several major themes in the area. These include extremal combinatorics and Ramsey theory, the graph regularity method, and algebraic methods.
Last offered: Spring 2019 | Repeatable for credit (up to 99 units total)

MATH 235B: Modern Markov Chain Theory

This is a graduate-level course on the use and analysis of Markov chains. Emphasis is placed on explicit rates of convergence for chains used in applications to physics, biology, and statistics. Topics covered: basic constructions (metropolis, Gibbs sampler, data augmentation, hybrid Monte Carlo); spectral techniques (explicit diagonalization, Poincaré, and Cheeger bounds); functional inequalities (Nash, Sobolev, Log Sobolev); probabilistic techniques (coupling, stationary times, Harris recurrence). A variety of card shuffling processes will be studies. Central Limit and concentration.nnNOTE: Undergraduates require instructor permission to enroll. Undergraduates interested in taking the course should contact the instructor for permission, providing information about relevant background such as performance in prior coursework, reading, etc.
Last offered: Winter 2016 | Repeatable for credit (up to 99 units total)

MATH 235C: Topics in Markov Chains

Classical functional inequalities (Nash, Faber-Krahn, log-Sobolev inequalities), comparison of Dirichlet forms. Random walks and isoperimetry of amenable groups (with a focus on solvable groups). Entropy, harmonic functions, and Poisson boundary (following Kaimanovich-Vershik theory).
Last offered: Spring 2016 | Repeatable for credit (up to 99 units total)
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