QMC Working Group III: Sampling by Interacting Particle Systems

Group Leaders:

Jianfeng Lu (Duke University)

Weekly Meetings: Meeting Times to be determined

Description:

In recent years, several algorithms, based on interacting samplers, have been proposed and further advanced; such algorithms have been used in various settings, including high dimensional Bayesian sampling, particle filtering, computational physics, etc. This working group plans to explore the connections between various ideas proposed in different communities and try to advance the theoretical understanding of efficiency and design principle for such sampling algorithms.

News and Updates: Coming soon…

SAMSI Directorate Liaison: Ilse Ipsen

Questions: email qmc@samsi.info

Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics (QMC)