Week 10, March 4-8: Resampling Techniques, Bootstrap and Blocking
Contents
Overview of week 10, March 4-8
Top-down approach, what we need to code
Final code for the two-electron case
Resampling analysis
Resampling methods
Resampling approaches can be computationally expensive
Why resampling methods ?
Statistical analysis
Statistics
Statistics, moments
Statistics, central moments
Statistics, covariance
Statistics, more covariance
Statistics, independent variables
Statistics, more variance
Statistics and stochastic processes
Statistics and sample variables
Statistics, sample variance and covariance
Statistics, law of large numbers
Statistics, more on sample error
Statistics
Statistics, central limit theorem
Statistics, more technicalities
Statistics
Statistics and sample variance
Statistics, uncorrelated results
Statistics, computations
Statistics, more on computations of errors
Statistics, wrapping up 1
Statistics, final expression
Statistics, effective number of correlations
Can we understand this? Time Auto-correlation Function
Time Auto-correlation Function
Time Auto-correlation Function
Time Auto-correlation Function
Time Auto-correlation Function
Time Auto-correlation Function
Correlation Time
Resampling methods: Jackknife and Bootstrap
Resampling methods: Jackknife
Resampling methods: Jackknife estimator
Jackknife code example
Resampling methods: Bootstrap
Resampling methods: Bootstrap background
Resampling methods: More Bootstrap background
Resampling methods: Bootstrap approach
Resampling methods: Bootstrap steps
Code example for the Bootstrap method
Resampling methods: Blocking
Blocking Transformations
Blocking Transformations
Blocking Transformations, getting there
Blocking Transformations, final expressions
Overview of week 10, March 4-8
Reminder on optimization methods and top-down approach to what we need to add
Resampling Techniques and statistics: Bootstrap and Blocking
Discussion of codes
Video of lecture
Handwritten notes
Overview video on the
Bootstrap method
Marius Johnson's Master thesis on the Blocking Method
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