Plans for the week of March 16-20

Dear all, welcome back to FYS4411/9411. We hope you are enjoying your weekend.

This coming week our focus will be on deriving the equations for the bootstrap algorithm and the blocking algorithm. We will start with a reminder from last Friday on the central limit theorem and the equation for the final total variance defined in terms of the covariance. We will link this expression with that of the blocking method and how we can use this method to estimate correctly the standard deviation, without computing the covariance! As example, we will use a well-known test data set, random numbers generated from the uniform distribution. This will serve us in computing the standard deviation without thinking of correlations in the data sets, including the covariance and the autocorrelation function, the bootstrap method and finally the blocking method. Hopefully, this example allows us to get a better handle on various resampling methods, their pros and cons.

The lecture material is (revisions may take place by Wednesday this week) at https://github.com/CompPhysics/ComputationalPhysics2/blob/gh-pages/doc/pub/week9/ipynb/week9.ipynbLinks to an external site.

Best wishes to you all,

Aleksander and Morten