26th CoRe Seminar
Date and time: | 2022.06.13 Mon. 15:00-17:00
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Venue: | Online |
Speaker: | AOKI, Satoshi (Kobe U., invited talk) |
Title: | Computational algebra for Markov chain Monte Carlo sampling |
Summary: | To evaluate the fittings of statistical models on finite discrete spaces, we consider Monte Carlo simulation methods using Markov chain. To construct a connected Markov chain on a given space, we consider a Markov basis, which is characterized algebraically and is calculated by the theory of Groebner basis of the polynomial rings. In this talk, I give some primers on statistics and algebra to understand this topic, with some related works.
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Update:2022.05.31