Comment by trostaft
1 day ago
Not much computational mathematics here, but I do see some of interest in the MCMC community. In particular, 139, 93, and 101 are very interesting. Also (I'm not too familiar), I remember attending some talks on the Crouzeix conjecture 325 attacks, should sharpen some rates for Krylov methods. Obviously need to read deeper, some of these don't have corresponding Lean formalizations.
Cool!
what does MCMC mean?
MCMC = Markov Chain Monte Carlo
It's a way to approximately draw samples from a probability distribution. Crucially, it applies even when we only know the distribution up to a multiplicative constant which is a common ailment of many distributions in the computational uncertainty quantification field (not that we don't know the constant, but that it's usually computationally catastrophic to estimate it well).