Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Markov chain Monte Carlo

Related courses (24)

MATH-616: Numerical methods for random PDEs and uncertainty

The course focuses on mathematical models based on PDEs with random parameters, and presents numerical techniques for forward uncertainty propagation, inverse uncertainty analysis in a Bayesian framework and optimal control under uncertainty. ...

MSE-443(b): Modelling problem solving, computing and visualisation II

Covers development and design of models for materials processes and structure-property relations. Emphasizes techniques for solving equations from models or simulating and visualizing behavior. Topics include symmetry, structure, thermodynamics, solid sta ...

COM-622: Topics in information-theoretic cryptography

Information-theoretic methods and their application to secrecy & privacy. Perfect information-theoretic secrecy. Randomness extraction & privacy amplification. Secret key generation from common randomness. Measures of information leakage incl. differential ...

FIN-472: Computational finance

Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...