Lecture

Estimating Relaxation Time: Variance and Chains

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.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.