Year 1 timetable
This is your timetable for year 1. Optional modules are included for your information only and can be sorted using the tags. Added into here will be additional HetSys events that we would like you to attend where possible.
| Year 1 compatible modules: | CS909 | PX917 | PX918 | PX919 | PX923 | PX925 (assessment only) |
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Year 2 only modules: |
IL939 | PX920 | PX921 | PX449 | ES98E | MA934 | ES440 | ES98E | MA4L0 |
For details of modules visit the module catalogue. To find out when modules are scheduled use this search facility or email hetsys@warwick.ac.uk.
WCPM: Gareth Roberts, Warwick
What does non-reversibility really buy you in MCMC, with application to parallel tempering.
Time: 13.00-14.00
Seminar location: A2.05B
There will be an informal sandwich lunch outside D2.02 at 12.30.
To join this meeting online click here.Link opens in a new window
Abstract: In this talk I will review the popular “lifting” mechanism for producing non-reversible Markov chain Monte Carlo such as non-reversible Metropolis-Hastings and piecewise-deterministic Markov processes. These methods aim to have better mixing by providing momentum to break down random walk behaviour of algorithms. The presentation will investigate how these behave in a collection of stylised high-dimensional examples showing that the non-reversibility can often be washed out by the problem complexity so that the algorithm behaves asymptotically in a reversible way. On the other hand lifted algorithms still retain a small efficiency advantage over their reversible counterparts.