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Lecture
Markov Chains: Convergence and Spectral Gap
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Eigenvalues and Eigenvectors of Markov Chains
Explores eigenvalues and eigenvectors of Markov chains, focusing on convergence rates and matrix properties.
Markov Chains: Simulation and Optimization
Explores Markov chains, Metropolis-Hastings, and simulation for optimization purposes, highlighting the significance of ergodicity in efficient variable simulation.
