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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
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.