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Schedule and links
Mathematics of Markov Chain Monte Carlo ran from Monday, June 12 through Friday, June 16.
All the linked videos are archived at MSRI's VMath library. (Unfortunately, the first day's talks were not recorded.)
| Title | Speaker | Links |
Monday, June 12 | ||
| Overview and introduction to simulation | Yuval Peres | |
| Basics of Markov chains | Elizabeth Wilmer | |
| Interactive session: Counting and simulation |
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| Basics of mixing | Yuval Peres | |
| Interactive session: Irreducibility and coupon collecting |
||
Tuesday, June 13 | ||
| Interactive session: Hitting and cover times on the cycle |
||
| Coupling | David Levin | video |
| Strong stationary times and shuffling | Elizabeth Wilmer | video |
| A first look at lower bounds: the top-to-random shuffle and the bottleneck ratio | Yuval Peres | video |
| Interactive session: Coupling and strong stationary times |
||
Wednesday, June 14 | ||
| The Kantorovich metric and path coupling | Yuval Peres | video |
| An overview of applications in computer science | Alistair Sinclair | video |
| More lower bounds: the cycle, the torus, the hypercube, and general bounds for Glauber dynamics | Thomas Hayes | video |
Thursday, June 15 | ||
| Simulating Glauber dynamics for the Ising model | Raissa D'Souza | video slides |
| The Ising model on the complete graph | Yuval Peres | video |
| Interactive Session: Lower bounds for several shuffles |
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| Phase transitions in simulation and theory | Raissa D'Souza | video |
| Interactive session: Waiting times for patterns in coin-tossing |
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Friday, June 16 | ||
| Cover times and lamplighter groups | Elizabeth Wilmer | video |
| Interactive session: Glauber dynamics for Ising model on the cycle |
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| Perfect sampling and coupling from the past | Yuval Peres | video |
