Statistical physics IV
PHYS-436
What is the Monte Carlo method and how is it imple...
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Description
- What is the Monte Carlo method and how is it implemented?
- What is the advantage of the Metropolis - Hastings (MH) algorithm compared to a classical Monte Carlo sampling?
- Prove that MH algorithms converges to the desired distribution you want to sampled from?
- How would you draw a sample from a Markov chain obtained by MH algorithms?
- Explain the application of the algorithm that is presented in the paper.