Monte Carlo Techniques: Sampling and Simulation

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Description

This lecture covers Monte Carlo techniques for integration, importance sampling, ergodicity, equilibration, and Metropolis acceptance. It explains how to generate points distributed according to a target distribution, the importance of detailed balance, and the challenges of acceptance/rejection in Metropolis moves.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_4wdvmfqg

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Ontological neighbourhood

Statistics

Data collection: Statistical sampling

Statistical inference: Mathematical statistics

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