In this talk I will discuss possible career trajectories, including my own, following graduation from the Program in Applied Mathematics.
Have you ever desperately needed to sample a probability distribution too complicated or ugly to have been built into MATLAB, but didn't know how? In such situations, Monte Carlo Markov Chains (MCMC) are your Swiss Army Knife. In this Brown Bag talk, I will present some background on MCMC sampling methods to elucidate why they work, and provide some practical knowledge for wielding them as well. I'll demonstrate some of the basic techniques in the ever-popular application of dating models.