by Prof Werner Krauth (Ecole Normale Supérieure, Paris)
This lecture series on Monte-Carlo techniques was given by Prof. Werner Krauth at the University of Kent during Nov 14th – 17th 2022, during a research visit to the group of Dr Gunnar Möller. Recordings and materials can be accessed below.
Markov Chains: A modern primer
Lectures 1.1-1.2: Introduction to Markov Chains and Basic Properties
[Slides – part 1.1, Slides – part 1.2 Recording]
Lectures 2.1-2.2: Lifted Markov Chains
[Slides – part 2.1 Recording]
Lectures 3.1-3.2: Exact Sampling
[Slides – part 2.2 Recording]
Lectures 4.1-4.2: Fundamental Times and Meta-Algorithms
[Slides – part 3.1 Slides – part 3.2 Recording]
References
- Metropolis et al, “Equation of State Calculations by Fast Computing Machines” (1953)
- J. G. Propp, D. B. Wilson “Exact sampling with coupled Markov chains and applications to statistical mechanics” (1996)
- W. Krauth “Statistical Mechanics: Algorithms and Computations” (Oxford University Press, 2006)
- D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times (American Mathematical Society, 2008)
Research Seminar
Prof Werner Krauth has also given a research seminar during is visit [recording], giving a historic overview of results on the hard spheres problem.