Event Series
Event Type
Seminar
Monday, November 1, 2021 12:30 PM
Milo Marsden (Stanford University)

The standard method of sampling from a probability distribution is through Markov chain Monte Carlo. Typically, reversible Markov chains have a diffusive behavior that makes them converge inefficiently for large systems. We show a toy example of a non-reversible chain that is analogous to stirring and mixes far more quickly as compared with its reversible counterpart