Estimating Relaxation Time: Variance and Chains

In course

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Description

This lecture covers the estimation of relaxation time in chains, discussing the variance, trace, and how to estimate it. It also delves into the concept of regenerative methods and the importance of sufficiently large sample sizes.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_3j7j9987

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Ontological neighbourhood

Computer engineering

Computer networks: Search engines, Internet browsing

Statistics

Statistical inference: Mathematical statistics

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