STAT 31512: Analysis of Sampling Algorithms

Spring 2025.
Location: Jones 226, T-Thu 9:30-10:50.

Please see here for a previous iteration of this course with scribe notes and other helpful references.
This page will be used for relevant new material.

Some new content and references.

Additional reference: Lecture Notes by Z. Chen
Comparison of Dirichlet forms/method of canonical paths. Some references: [Liu], Chapter 13 of "Markov chains and mixing times" [LPW], above lecture notes
Deriving Gaussian Poincar\'e from Efron-Stein and CLT. [Blog post by Kim], "Concentration Inequalities" book by Lugosi-Massart-Boucheron