Math 577 -- Monte Carlo Methods

Spring 2013

Instructor: Kevin Lin

Time: TR 5-6:15 pm
Place: Math 102

Office: Math 619
Office hours: follow this link

Phone: 626-6628

Course web page (this page):

Here is the official course policy. (Last updated Tue 03/26/13) It also contains all sorts of other course information, including a brief syllabus.

Kobus's alternaria paper

Information on coupling-based sampling

iscouple.c is a C implementation of the heatbath algorithm for exactly sampling the 2D Ising model. Note this is very slow unless there is an appreciable external field, or if the temperature is sufficiently above critical. But it should serve to illustrate some key ideas in the algorithm.

Coupling from the past: a user's guide, by James G. Propp and David B. Wilson. In D. Aldous and J. Propp, editors, Microsurveys in Discrete Probability, volume 41 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, pages 181–192. American Mathematical Society, 1998.

Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics, by James G. Propp and David B. Wilson. Random Structures and Algorithms, 9(1&2):223–252, 1996

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This page was last updated on September 16, 2018.