Sampling

Format: Each speaker is asked to lead a discussion, starting with a 20-40 minute talk highlighting issues for discussion.

To ensure that our discussions don't run out of juice, everyone who attends is asked to bring one issue or question for discussion.

Recommended reading links are included with some of the talks below. In addition, everyone attending should be familiar with the following background material: importance sampling, rejection sampling, Metropolis method, Gibbs sampling; familiarity with slice sampling and Hamiltonian Monte Carlo may also prove helpful. All these topics are reviewed in chapters 29 and 30 of DJCM's book.