Stochastic Simulation: Markov Chains and Metropolis Hastings

In course

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Description

This lecture covers the concepts of Markov chains in several state spaces and introduces the Metropolis Hastings algorithm through examples. It also discusses the concept of densities and measures in the context of stochastic simulation.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_y8e4dwim

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