Markov Chains & Examples + Ergodic Markov Chains, Markov Chains & Monte Carlo
Untertitel Markov Chains, examples, pebble game, irreducable Markov Chains, sketch of probe, fundamental limit theory for regular chains, Markov Chains & Monte Carlo
Sprecher Wolfgang Unger
Ort Phys. 02.114
Datum 06.11.2013 @ 09:17
Fortsetzung: Importance Sampling- Basic Idea/ The Metropolis Algorithm etc.
Untertitel Sampling Importance, code: procedure direct-gamma, sampling the Boltzmann distribution, the Metropolis algorithm. Markov chains sampling, random variable etc.
Sprecher Wolfgang Unger
Ort Phys. 02.114
Datum 30.10.2013 @ 09:15
Beschreibung Fortsetzung von Sampling-Vorlesungswoche 3
2nd Part of Lecture: Basic Sampling
Untertitel Sampling Permutations, Sampling Finite Distributions, Sampling Integrals etc.
Sprecher Wolfgang Unger
Ort Phys. 02.114
Datum 23.10.2013 @ 09:14
Beschreibung Vorlesung: Monte Carlo Methods in Statistical Physics and Field Theory
Monte Carlo Methods in Statistical Physics and Field Theory
Untertitel Monte Carlo Methods, historical remarks, polygon approximation, Newton Coates formulae, etc.
Sprecher Wolfgang Unger
Ort Phys. 02.114
Datum 16.10.2013 @ 09:11
Beschreibung Vorlesung: Monte Carlo Methods in Statistical Physics and Field Theory