Lecture series: Markov Chains – A modern Primer

by Prof Werner Krauth (Ecole Normale Supérieure, Paris)

This lecture series on Monte-Carlo techniques was given by Prof. Werner Krauth at the University of Kent during Nov 14th – 17th 2022, during a research visit to the group of Dr Gunnar Möller. Recordings and materials can be accessed below.

Markov Chains: A modern primer

Lectures 1.1-1.2: Introduction to Markov Chains and Basic Properties
[Slides – part 1.1,  Slides – part 1.2 Recording]

Lectures 2.1-2.2: Lifted Markov Chains
[Slides – part 2.1 Recording]

Lectures 3.1-3.2: Exact Sampling
[Slides – part 2.2 Recording]

Lectures 4.1-4.2: Fundamental Times and Meta-Algorithms
[Slides – part 3.1 Slides – part 3.2 Recording]

Research Seminar

Prof Werner Krauth has also given a research seminar during is visit [recording], giving a historic overview of results on the hard spheres problem.