CS 168 : The Modern Algorithmic Toolbox Lecture # 14 : Markov Chain Monte

The previous lecture covered several tools for inferring properties of the distribution that underlies a random sample. In this lecture we will see how to design distributions and sampling schemes that will allow us to solve problems we care about. In some instances, the goal will be to understand an existing random process, and in other instances, the problem we hope to solve has no intrinsic randomness, yet we will design a random process that will allow us to understand the problem.