Computational Bayesian Statistics Journal Club

Friday Jul 24, 2020, 11:00 AM → 12:00 PM America/New_York

Zoom

Date and Time: Friday 24 July, 2020, 11:00am EST - 12:00pm EST

Discussion Leader: Yuling Yao, Columbia University

Topic: From importance sampling to bridge sampling to path sampling to adaptive path sampling, and from Rao–Blackwell to Wang-Landau to Jarzynski-Crook, all about free energy and normalization constant

Paper:  

[1] Lelièvre, Stoltz, and Rousset (2010). Free energy computations: A mathematical perspective.

[2] Gelman and Meng 1998, Simulating Normalizing Constants https://projecteuclid.org/download/pdf_1/euclid.ss/1028905934

 

Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate.