Monte-Carlo Integration

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Related lectures (30)

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Continuous Random Variables: Distributions and Expectation

Explores various continuous probability distributions and expectation of random variables.

Nonuniform Distributions: Generation Methods

Explores methods for generating nonuniform distributions, including the rejection method of von Neumann and the central limit theorem.

Simulation & Optimization: Poisson Process & Random Numbers

Explores simulation pitfalls, random numbers, discrete & continuous distributions, and Monte-Carlo integration.

Functions Generators

Covers moment and cumulant generating functions for random variables, enabling calculation of moments and cumulants.

Convergence of Random Variables

Explores independent and identically distributed random variables, convergence, and distribution properties.

Probability Distributions: Basics and Properties

Covers the basics of probability distributions, including mean, variance, and properties of random variables.

Eigenstate Thermalization Hypothesis

Explores the Eigenstate Thermalization Hypothesis in quantum systems, emphasizing the random matrix theory and the behavior of observables in thermal equilibrium.

Mixture Models: Simulation-based Estimation

Explores mixture models, including discrete and continuous mixtures, and their application in capturing taste heterogeneity in populations.

Common Distributions: Moment Generating Functions

Explores common probability distributions, special distributions, and entropy concepts.

Acceptance-Rejection Methods: Advanced Techniques

Explores advanced Acceptance-Rejection methods, sampling from normal distribution, and multivariate random variable generation.