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.
Lecture
Correlated Sampling: Weight Function and Markovian Chain
Description
This lecture covers the concept of correlated sampling, focusing on the correct description of the weight function and the introduction of Markovian chains. It explains the abandonment of statistical independence for calculating integrals and the method for generating random variables according to a given weight function. The theorem associated with a Markovian chain and the conditions of ergodicity are discussed, along with the notion of walkers and the scope in correlated sampling.
Official source
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.