Lecture

Monte Carlo Integration: Uncorrelated Sampling

In course

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Description

This lecture covers Monte Carlo integration through uncorrelated sampling, focusing on calculating integrals over multiple variables, the performance of supercomputers, and the method's error scaling with the number of points used. It also explains the Monte Carlo method's convenience for higher-dimensional integrals.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_2i7dnafj

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Statistics

Statistical inference: Mathematical statistics

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