Random walks and the Metropolis Algorithm电子书.pdfVIP

Chapter 9 Random walks and the Metropolis algorithm Nel mezzo del cammin di nostra vita, mi ritrovai per una selva oscura, ché la diritta via era smarrita. (Divina Commedia, Inferno, Canto I, 1-3)Dante Alighieri The way that can be spoken of is not the constant way. (Tao Te Ching, Book I, I.1)Lao Tzu 9.1 Motivation In the previous chapter we discussed technical aspects of Monte Carlo integration such as algorithms for generating random numbers and integration of multidimensional integrals. The latter topic served to il- lustrate two key topic