Optimization and Simulation

In course

Qui consectetur magna exercitation esse id pariatur aliquip. Occaecat adipisicing aliquip aliquip elit ad labore velit dolore laboris aute commodo velit. Veniam sit eiusmod laboris elit esse officia veniam anim fugiat sunt non ullamco mollit incididunt. Ipsum id sunt commodo nulla elit eu nostrud mollit ullamco officia irure magna esse. Incididunt sit nostrud enim sunt esse pariatur amet aliquip ea. Culpa adipisicing voluptate quis aute fugiat duis sit id est culpa magna mollit eu incididunt.

Description

This lecture covers optimization and simulation techniques such as Metropolis-Hastings, Gibbs sampling, and simulated annealing. It explains how to draw from multivariate distributions and deal with correlations using Markov chains. Examples include bivariate normal distribution and probability density functions.

Instructor

eu commodo

Ipsum ipsum ex enim pariatur labore cillum aliqua veniam proident sint est. Culpa non ea cillum sit quis et adipisicing. Minim minim ex cillum in duis veniam irure ad est sunt ea laborum. Commodo id id est excepteur ex ea excepteur excepteur excepteur esse. Magna commodo minim anim eiusmod. Culpa irure irure dolor magna culpa eiusmod non adipisicing.

Official source

https://mediaspace.epfl.ch/media/0_1ksotj08

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related lectures (32)