The probability seminar is coordinated with Duke University. For more talks check the calendar at Duke.

 

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November 2018

Probability Seminar: Guo-Jhen Wu, Brown University

November 1 @ 4:00 pm - 6:00 pm

Guo-Jhen Wu Brown University Temperature selection for the infinite swapping algorithm Parallel tempering, also known as replica exchange, is an algorithm used to speed up the convergence of slowly converging Markov processes (corresponding to lower temperatures for models from the physical sciences). By constructing other processes with higher temperature and allowing Metropolis type swaps between the different processes, the original process is able to explore the state space more efficiently via the swapping mechanism. It has been proven that by…

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