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BEGIN:VEVENT
DTSTAMP:20260521T012357Z
DTSTART;VALUE=DATE-TIME:20240930T130000
DTEND;VALUE=DATE-TIME:20240930T140000
SUMMARY:WCPM: Gareth Roberts\, Warwick
TZID:Europe/London
UID:20240930-8a1785d891c69ed40191ce3853dd0fc4@warwick.ac.uk
CREATED:20240927T225607Z
DESCRIPTION:What does non-reversibility really buy you in MCMC\, with app
 lication to parallel tempering. Time: 13.00-14.00 Seminar location: A2.0
 5B There will be an informal sandwich lunch outside D2.02 at 12.30. To j
 oin this meeting online click here. Title: What does non-reversibility r
 eally buy you in MCMC\, with application to parallel tempering. Abstract
 : In this talk I will review the popular “lifting” mechanism for produci
 ng non-reversible Markov chain Monte Carlo such as non-reversible Metrop
 olis-Hastings and piecewise-deterministic Markov processes. These method
 s aim to have better mixing by providing momentum to break down random w
 alk behaviour of algorithms. The presentation will investigate how these
  behave in a collection of stylised high-dimensional examples showing th
 at the non-reversibility can often be washed out by the problem complexi
 ty so that the algorithm behaves asymptotically in a reversible way. On 
 the other hand lifted algorithms still retain a small efficiency advanta
 ge over their reversible counterparts.
LOCATION:A2.05B
CATEGORIES:WCPM
LAST-MODIFIED:20240927T225607Z
ORGANIZER;CN="":
END:VEVENT
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