We cordially invite students and faculty for participation in the short course Markov Chain Monte Carlo Algorithms provided by a distinguished specialist, dr Krzysztof Łatuszyński from Warwick University.
Markov chain Monte Carlo (MCMC) algorithms are one of the most dynamic areas of research in modern statistics and are key to Bayesian inference. The recent trends in statistical modeling that focus on big models and big data render Markov chain Monte Carlo more challenging and motivate new exciting developments. This course will introduce and present the theory, methodology and practice of Markov chain Monte Carlo.
The course is for 3 ECTS. It will start on Tuesday 20th of April and finish on Thursday 13th May. Lectures will take place on Tuesdays 14:15-16:00 and Thursdays 11:15-14:00. Interested students can enroll for this course using the appropriate form.
Course outline (wersja rozszerzona)