Lecture

Monte Carlo Techniques: Sampling and Simulation

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In course

MSE-421: Statistical mechanics

This course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical interpretation. Lectures and exercises will be compleme ...

Description

This lecture covers Monte Carlo techniques for integration, importance sampling, ergodicity, equilibration, and Metropolis acceptance. It explains how to generate points distributed according to a target distribution, the importance of detailed balance, and the challenges of acceptance/rejection in Metropolis moves.

Instructor

Michele Ceriotti

Michele Ceriotti received his Ph.D. in Physics from ETH Zürich in 2010. He spent three years in Oxford as a Junior Research Fellow at Merton College. Since 2013 he leads the laboratory for Computational Science and Modeling in the Institute of Materials at EPFL. His research revolves around the atomic-scale modelling of materials, based on the sampling of quantum and thermal fluctuations and on the use of machine learning to predict and rationalize structure-property relations. He has been awarded the IBM Research Forschungspreis in 2010, the Volker Heine Young Investigator Award in 2013, an ERC Starting Grant in 2016, and the IUPAP C10 Young Scientist Prize in 2018.

Official source

Ontological neighbourhood

Statistics

Data collection: Statistical sampling

Related concepts (32)

Stratified sampling

In statistics, stratified sampling is a method of sampling from a population which can be partitioned into subpopulations. In statistical surveys, when subpopulations within an overall population vary, it could be advantageous to sample each subpopulation (stratum) independently. Stratification is the process of dividing members of the population into homogeneous subgroups before sampling. The strata should define a partition of the population.

Nonprobability sampling

Sampling is the use of a subset of the population to represent the whole population or to inform about (social) processes that are meaningful beyond the particular cases, individuals or sites studied. Probability sampling, or random sampling, is a sampling technique in which the probability of getting any particular sample may be calculated. In cases where external validity is not of critical importance to the study's goals or purpose, researchers might prefer to use nonprobability sampling.

Classical mechanics

Classical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classical mechanics, if the present state is known, it is possible to predict how it will move in the future (determinism), and how it has moved in the past (reversibility). The "classical" in "classical mechanics" does not refer classical antiquity, as it might in, say, classical architecture.

Statistical mechanics

In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic behavior of nature from the behavior of such ensembles. Sometimes called statistical physics or statistical thermodynamics, its applications include many problems in the fields of physics, biology, chemistry, and neuroscience.

Convenience sampling

Convenience sampling (also known as grab sampling, accidental sampling, or opportunity sampling) is a type of non-probability sampling that involves the sample being drawn from that part of the population that is close to hand. This type of sampling is most useful for pilot testing. Convenience sampling is not often recommended for research due to the possibility of sampling error and lack of representation of the population. But it can be handy depending on the situation. In some situations, convenience sampling is the only possible option.

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