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SUMMARY:Extended ensemble Monte Carlo - Dr. Cristina Savin (Computational 
 &amp\; Biological Learning Lab\, Dept Engineering\, U Cambridge)
DTSTART:20120315T140000Z
DTEND:20120315T153000Z
UID:TALK37009@talks.cam.ac.uk
CONTACT:Konstantina Palla
DESCRIPTION:This RCC will review a family of MCMC sampling procedures that
  can improve on \nstandard methods by a somewhat counterintuitive trick: e
 nhancing the state space \nby some auxiliary variables and doing sampling 
 in this extended space. In particular\, \nwe will cover several methods re
 lated to annealing\, in which the auxiliary variable takes \nthe form of t
 emperature\, but also some problem-specific examples\, such as the Swendse
 n-Wang \nalgorithm for sampling from Potts models\, or the estimation of p
 artition function ratios by sampling.  \n\nThe RCC will be tutorial in nat
 ure and thus there is no required reading. 
LOCATION:Engineering Department\, CBL Room 438
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