Chris Jennison is a Professor of Statistics at the University of Bath. For a list of publications and career highlights, please visit Jennison's page.
Title: "A Search and Jump Algorithm for Markov Chain Monte Carlo Sampling"
Abstract: In 1988, I gave a seminar at Cornell on Markov chain Monte Carlo sampling and its applications in image analysis. MCMC sampling is now established as a fundamental tool in statistical inference but there are still problems to solve. MCMC samplers can mix slowly when the target distribution has multiple modes. A more insidious problem arises when sampling a distribution that is concentrated on a thin sub-region of a high-dimensional sample space. I shall present a new approach to mode-jumping and show how this can be used to sample from some challenging "thin" distributions.