Mixing of Markov chain Monte Carlo methods via CouplingsCRC 1720: Early Career Seminar

by Stefan Oberdörster

Tuesday Oct 28, 2025, 2:15 PM → 3:15 PM Europe/Berlin

Endenicher Allee 60/1-016 - Lipschitzsaal (Mathezentrum)

We explore how probabilistic coupling techniques can be used to accurately capture the mixing—convergence to equilibrium—of some Markovian dynamics commonly used in practical sampling applications, such as Bayesian statistics.