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Explores Markov chains, Metropolis-Hastings, and simulation for optimization purposes, highlighting the significance of ergodicity in efficient variable simulation.
Covers the fundamentals and applications of coarse-grained simulations, including advantages, challenges, single-scale simulations, brain modeling techniques, and lipid membrane coarse-graining.
Covers Latin Hypercube Sampling and Quasi Monte Carlo methods for stochastic simulation, explaining the goal of stratification and generating independent permutations.
