Difference between revisions of "Documentation:Monte Carlo Equilibration"
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| − | We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. <math>y_0,y_1,\cdots,y_{N-1}</math> | + | We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. <math>y_0,y_1,\cdots,y_{N-1}</math>. Suppose <math>\bar{y}_i = \beta_0 + \beta_1 x_i </math> (s.t. <math>i = 0, 1, \cdots, N-1</math>) is the least-squares best fitted line, we attempt to minimize |
Revision as of 11:53, 9 September 2013
Monte Carlo equilibration
Theory
We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. 
. Suppose 
(s.t. 
) is the least-squares best fitted line, we attempt to minimize
