Speaker
Steffen Schumann
(Uni Goettingen)
Description
Monte Carlo methods are omnipresent in the physical sciences. Use cases
include, for example, multi-dimensional integration, parameter-space explorations
and Bayesian inference. In this lecture an introduction to Monte Carlo techniques
will be given, including Importance Sampling, Markov Chain Monte Carlo
and Nested Sampling with application examples from high-energy physics to cosmology.
