Lecturer: P. Finelli (Associate Professor, DIFA)
Duration: 12 hours in March and April
Programme:
i) Introduction to basic concepts of statistics, generators of random numbers, MC quadrature (4 hours)
ii) Markov chains, Metropolis-Hastings algorithm, examples and applications (4 hours)
iii) Applications to many-body systems: Variational MC, MC Diffusion, MC Path Integral (4 hours)