Seminar Details

Seminar Details


Oct 17

4:00 pm

What Do We Know About the Metropolis Algorithm?

Persi Diaconis


Stanford University - Walker-Ames Distinguished Visitor

Departments of Mathematics and Statistics Joint Colloquium

The metropolis algorithm is one of the most widely used tools of 20th century scientific computing. I will explain the algorithm, illustrate its use in cryptography and chemistry and describe new geometric tools for bounding rates of convergence.