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[Illinois] PHYS466 2013 Lecture 17: Markov Chains

By David M. Ceperley

University of Illinois at Urbana-Champaign

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[Illinois] Phys 466 Lecture 17: Markov Chains

by: David M. Ceperley

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1. Random Walks A&T 110-123 and F… 0

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2. Equation of State Calculations… 75.2697061787234

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3. Markov chain or Random Walk 112.39736842105263

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4. Properties of Random Walk 772.53785900783294

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5. Random Walks Example from A&T … 1400.041884816754

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6. What is probability of being u… 1506.1059670781892

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7. Metropolis algorithm 1637.5634642070036

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8. Replace strong "Microscopic Re… 1905.6064811035833

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9. Rejection Method 1921.7749571463555

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10. The "Classic" Metropolis metho… 2403.9857829395273

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11. How to sample 2411.5611231274534

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12. Picture of Metropolis Rejectio… 2697.8046142754147

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13. MONTE CARLO CODE 2773.1775214291438

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14. Overview of MCMC 2958.6345429784506

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15. MONTE CARLO CODE 2968.3040935672511

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16. Overview of MCMC 2994.7094047905152

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17. Always measure acceptance rati… 3082.4791716734762

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