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From tea to infinity: a story of randomised algorithms
Wed, 7 Sep 2016, 18:00
Gareth Roberts, University of Warwick
This lecture will describe the some of the remarkable properties of randomised algorithms as used in stochastic simulation and numerical integration. The story will begin with a famous randomised experiment to investigate whether Lady Ottoline, a tea connoisseur, really could detect whether milk was added to her cup before or after the tea itself. The lecture will then move on to consider the development of the classical tools of stochastic simulation, including Markov chain Monte Carlo. Finally it will consider some of the modern challenges and successes of the area.
Doors open 17:30. The talk will start at 18:00
The talk will be followed by an informal reception to which ticket holders are invited.