MCMC: An Introduction
Date:
Abstract: As Math 420 reaches its close, I have been asked to give a talk on Markov Chain Monte Carlo (MCMC) and its applications. We will review some probability theory basics through an in-class excercise revealing the intuition of the Weak Law of Large Numebers. Afterward, we will have a demonstration in real time of MCMC’s approximation of a given distribution. After diving into the history of this revolutionary approach, we will end with applications to redistricting and crytography.