Department of Mathematics

Speaker: David Aristoff
Title: Sampling Distributions of Markov Chains
Affiliation: Colorado State University
Date: Monday, March 14, 2016
Place and Time: Room 101, Love Building, 3:35-4:30 pm
Refreshments: Room 204, Love Building, 3:00 pm

Abstract. We discuss Markov chain sampling problems arising in computational chemistry. In particular, we show how to sample functions on path space, especially hitting times, in the presence of practical difficulties like metastability and slow convergence. We show how a mathematical framework for these techniques allows for quantification of convergence, opening the way for improvement in efficiency and minimization of error.