Centre for Modeling & Simulation
Savitribai Phule Pune University

Colloquium | Introduction to Markov Chain Monte Carlo (MCMC)


Title Introduction to Markov Chain Monte Carlo (MCMC)
Speaker Rajeeva Karandikar, Chennai Mathematical Institute

Prof. Rajeeva Karandikar is currently the Director of Chennai Mathematical Institute, Chennai, India. He is a fellow of the Indian National Science Academy and the Indian Academy of Sciences. He has been awarded the Young Scientist Medal (Indian National Science Academy, 1985), the S S Bhatnagar Prize (Council of Industrial and Scientific Research, 1999), C R Rao National Award in Statistics (Government of India, 2000), and the P C Mahalanobis Gold Medal (Indian Science Congress, 2014). Dr Karandikar is well-known to the public because of his analysis of pre-election opinion polls and exit polls in India. He has worked with India Today, Doordarshan, T V Today (Aaj Tak), CNN-IBN and ABP News for opinion polls.
Date & Time Thursday, 03 August 2017 | 15:00-16:30
Venue Sir C V Raman Hall
Department of Physics, Savitribai Phule Pune University
Abstract Simulation techniques is an important area of application of mathematics to realistic problems and has gained lot of attention in recent years. We will give an introduction to simulation techniques and explain the genesis of MCMC technique through a problem in discrete time and space so as to avoid technical difficulties and we can focus on core issues.
Organizer/Host Anjali Kshirsagar, Centre for Modeling and Simulation, Savitribai Phule Pune University




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