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Alexandre Chorin


Sir James Lighthill Lecture

Speaker: Alexandre Chorin
Title: Monte Carlo Without Chains
Affiliation: University of California, Berkeley
Date: Friday, November 6, 2009
Place and Time: Room 101, Love Building, 3:35-4:30 pm
Refreshments: Room 204, Love Building, 3:00 pm

Abstract. Monte Carlo methods are stochastic computing methods which are indispensable in the solution of problems with very many variables. They are almost always based on Markov chains, for good reasons that I will briefly recapitulate. There are many problems, however, where Markov chain Monte Carlo is too slow, and I will present a faster alternative based on renormalization group ideas, with examples from physics.