Advanced topics in Markov-chain Monte Carlo - Département de Physique de l'Ecole Normale supérieure

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Advanced topics in Markov-chain Monte Carlo

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Experimental Internship - Undergraduate program
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November 14 - 18, 2022 :
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Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr

Quick links

Next student seminar :
Access to the program

Here you can find information about your internships:
Experimental Internship - Undergraduate program
Master ICFP first year Internship

News : ICFP Research seminars
November 14 - 18, 2022 :
All information about the program

Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr

Faculty : Werner Krauth

ECTS credits : 3

Language of instruction : English

Exam : Oral + Project presentation

Description :

Course + Tutorial + Practical exercices

This course leads from the mathematical foundations of Markov chains to a discussion of modern Monte Carlo algorithms and their applications in statistical physics and field theory. On the mathematical side, the course covers basic concepts, and then moves on to discussions of ergodicity, mixing, coupling, cut-off, and exact sampling. Practical reversible and non-reversible Markov-chain algorithms are discussed (and implemented) for systems ranging from the hard-sphere model to spin systems, simple field theories and interacting quantum systems. Although it stresses the rigorous foundations of modern simulation techniques, the course is entirely based on examples, with the active participation of (groups of) students.

Quick links

Next student seminar :
Access to the program

Here you can find information about your internships:
Experimental Internship - Undergraduate program
Master ICFP first year Internship

News : ICFP Research seminars
November 14 - 18, 2022 :
All information about the program

Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr