University of Bath

MA50247 Bayesian and Large Scale Methods 2021/2022

Syllabus

  • Quantum Formalism for Linear Algebra
  • Quantum Formalism for Markov Chains - part 1
  • Quantum Formalism for Markov Chains - part 2
  • Quantum Formalism for Interacting Particle Systems - part 1
  • Quantum Formalism for Interacting Particle Systems - part 2
  • Basic Generators of Random Numbers
  • Metropolis-Hastings
  • MCMC methods: Continuous MH, Block MH, Gibbs Sampler
  • Poisson Processes
  • MCMC methods: ZigZag Sampler
  • Revision of MATLAB code for the ZigZag Sampler
  • MCMC methods: Bouncy Particle Sampler
  • MCMC methods: Skipping Sampler
  • Applications of the Skipping Sampler to power plants.
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