MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 17: November 3rd
Lecturer: Alistair Sinclair
Scribes:
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may be distribu
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 15: October 27
Lecturer: Alistair Sinclair
Scribes:
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may be distribute
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 14: October 22
Lecturer: Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 13: Oct 20
Lecturer: Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 12: October 15
Lecturer: Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 11: October 13
Lecturer: Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 9: October 6
Lecturer: Prof. Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 8: October 1
Lecturer: Prof. Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 7: September 29
Lecturer: Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
The
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 6: September 22
Lecturer: Prof. Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publication
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 5: September 17
Lecturer: Prof. Alistair Sinclair
Scribes: Suman Ravuri
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
Th
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 4: September 15
Lecturer: Prof. Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publication
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 3: September 10
Lecturer: Prof. Alistair Sinclair
Scribes: Andrew H. Chan, Piyush Srivastava
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for fo
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 2: September 8
Lecturer: Prof. Alistair Sinclair
Scribes: Anand Bhaskar and Anindya De
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal p
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo, Fall 2009
Problem Set 1 Solutions
1. If G = (V, E) is bipartite, with bipartition V = V1 V2 , then it is obvious that the random walk is periodic:
if the walk starts in V1 then any state in V1 can be visited only at even ti
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo, Fall 2009
Problem Set 2
Out: 13 Nov.; Due: 11 Dec.
Take time to write clear and concise answers. None of the problem parts requires a long solution; if you nd yourself
writing a lot, you are either on the wrong track or giv
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo, Fall 2009
Problem Set 1
Out: 23 Sept.; Due: 5 Oct.
Take time to write clear and concise answers. None of the problem parts requires a long solution; if you nd yourself
writing a lot, you are either on the wrong track or giv
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 20: November 12
Lecturer: Prof. Alistair Sinclair
Scribes: S. Negahban and D. Omidiran
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal p
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 19: November 10
Lecturer: Prof. Alistair Sinclair
Scribes: Kevin Dick and Tanya Gordeeva
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 18: November 5
Lecturer: Prof. Alistair Sinclair
Scribes: Sharmodeep Bhattacharyya and Bharath Ramsundar
Disclaimer: These notes have not been subjected to the usual scrutiny res
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 16: October 29
Lecturer: Alistair Sinclair
Scribes:
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may be distribute
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 10: October 08
Lecturer: Prof. Alistair Sinclair
Scribes: Jrg Lssig and Dirk Sudholt
o
a
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal
MARKOV CHAIN MONTE CARLO: FOUNDATIONS & APPLICATIONS
ELECTRICAL 294

Fall 2009
CS294 Markov Chain Monte Carlo: Foundations & Applications
Fall 2009
Lecture 1: August 27
Lecturer: Prof. Alistair Sinclair
Scribes: Alistair Sinclair
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.