POSTDOCGrenoble.pdf : Différence entre versions

De MARMOTE
(Markov chains and sampling)
 
Ligne 9 : Ligne 9 :
 
- relations between importance sampling and perfect sampling
 
- relations between importance sampling and perfect sampling
 
- execution times of Gibbs sampling  algorithms
 
- execution times of Gibbs sampling  algorithms
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Contacts:
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Bruno Gaujal (bruno.gaujal@inria.fr)
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Jean-Marc Vincent  (jean-marc.vincent@imag.fr)

Version du 24 mars 2015 à 14:17

Post doc position in the Mescal team of Inria Grenoble.

The overall framework is the analysis of Markov chain. More precisely, the post-doc will investigate simulation and sampling of Markov chains , in relation with one or several of the following points: - improvement of perfect sampling algorithms of finite and infinite Markov chains. - optimal coupling, - estimations of coupling times and mixing times, - relations between importance sampling and perfect sampling - execution times of Gibbs sampling algorithms


Contacts: Bruno Gaujal (bruno.gaujal@inria.fr) Jean-Marc Vincent (jean-marc.vincent@imag.fr)