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SUMMARY:Event-chain algorithms: taming randomness in Monte Carlo methods t
 hrough irreversibility\, factorization and lifting - Michel Manon (Orange 
 Lab)
DTSTART:20170718T111000Z
DTEND:20170718T115000Z
UID:TALK73981@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:I will first present the irreversible and rejection-free Monte
  Carlo methods recently developed in Physics under the name Event-Chain. T
 hey have proven to produce clear acceleration over standard Monte Carlo me
 thods\, thanks to the reduction of their random-walk behavior. Their irrev
 ersible nature relies on three key ingredients: the factorized filter\, th
 e generalized lifting framework and the infinitesimal moves.&nbsp\;  Then\
 , I will focus on the new Forward Event-Chain version that allows to reduc
 e the randomization needed for ergodicity\, leading to a striking speed-up
 .  Finally\, I will explain how the factorized filter may be the key to su
 bsampling in Monte Carlo methods.  <br><br><br><br>
LOCATION:Seminar Room 1\, Newton Institute
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