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AI Specialist and Distinguished Engineer (NLP & Search). Inventor of weightwatcher.ai . TEDx Speaker. Need help with AI ? #talkToChuck
Markov Chain Monte Carlo was the algorithm that I learned in college and coded up. First in C, later, in Fortran. It is a stable of theoretical chemistry and was first published in JCP: Journal of Chemical Physics (University of Chicago). Markov chain Monte Carlo methods are used to sample from a Gibbs distribution (and without knowing the normalizing constant). As the temperature epsilon gets small, samples cluster close to minimizers. Metropolis-Hastings is the simplest provably converging Markov Chain. https://lnkd.in/gYSKivrS In fact, for my undergraduate thesis, I invented a new way of doing Monte Carlo to sample states of crystals near the melting transition. https://lnkd.in/g4q2WXv9 Some interesting history source: https://lnkd.in/geixANtj
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