[Illinois] PHYS466 2013 Lecture 16: Importance Sampling

By David M. Ceperley

Department of Physics, University of Illinois at Urbana-Champaign, Urbana, IL

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  • David M. Ceperley (2013), "[Illinois] PHYS466 2013 Lecture 16: Importance Sampling," https://nanohub.org/resources/18101.

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University of Illinois, Urbana-Champaign, IL

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NanoBio Node

University of Illinois at Urbana-Champaign

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  1. atomistic modeling and simulation
  2. data analysis
  3. Illinois
  4. NanoBio Node at Illinois
  5. Physics
  6. research seminar
  7. Simulation
[Illinois] PHYS 466 2013 Lecture 16: Importance Sampling
  • Reduction of Variance 1. Reduction of Variance 0
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  • Reduction of Variance 2. Reduction of Variance 23.938837920489295
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  • Importance Sampling 3. Importance Sampling 86.337440009972369
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  • Finding Optimal p*(x) for Sampling 4. Finding Optimal p*(x) for Samp… 262.42286996447342
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  • Example of importance sampling 5. Example of importance sampling 747.19614921780988
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  • Slide 6: Untitled 6. Slide 6: Untitled 830.59522572871
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  • Example of importance sampling 7. Example of importance sampling 890.5956412440529
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  • What does infinite variance look like? 8. What does infinite variance lo… 1065.923171213097
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  • General Approach to Importance Sampling 9. General Approach to Importance… 1079.060104294351
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  • Slide 10: Untitled 10. Slide 10: Untitled 1117.2077368956848
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  • Correlated Sampling 11. Correlated Sampling 1148.0290029709347
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  • Sampling Boltzmann distribution 12. Sampling Boltzmann distributio… 1166.7238692788731
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  • Correlated Sampling 13. Correlated Sampling 1462.8732885961815
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  • Sampling Boltzmann distribution 14. Sampling Boltzmann distributio… 1657.0220015374068
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  • Bias 15. Bias 2106.9417376768461
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  • Independent Sampling for exp(-V/kT)? 16. Independent Sampling for exp(-… 2317.0346205602905
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  • Intuitive explanation 17. Intuitive explanation 2644.4268645761122
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  • Random Walks A&T 110-123 and F&S 3.1.2 18. Random Walks A&T 110-123 and F… 2653.4763283448192
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  • Markov chain or Random Walk 19. Markov chain or Random Walk 2893.9689271296334
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