Michael Faulkner (Bristol) – Statistical physics and its sampling algorithms: how it works and why a statistician should care
Room 101 2-5 Kirkby Place, PlymouthSampling algorithms are commonplace in statistics and machine learning – in particular, in Bayesian computation – and have been used for decades to enable inference, prediction and model comparison in many different settings. They are also widely used in statistical physics, where many popular sampling algorithms first originated . At a high level, the goals