Difference between revisions of "Documentation:Monte Carlo Equilibration"

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(Theory)
(Theory)
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<math>\frac{\partial S}{\partial \beta_0 } = 0 </math> , <math>\frac{\partial S}{\partial \beta_1 } = 0 </math> :
 
<math>\frac{\partial S}{\partial \beta_0 } = 0 </math> , <math>\frac{\partial S}{\partial \beta_1 } = 0 </math> :
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<math>
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\left(
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\begin{array}{cc}
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\centering
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1 & 2
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\end{array}
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\right)
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</math>

Revision as of 11:58, 9 September 2013

Monte Carlo equilibration

Theory

We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. y_0,y_1,\cdots,y_{N-1}.

Suppose \bar{y}_i = \beta_0 + \beta_1 x_i (s.t. i = 0, 1, \cdots, N-1) is the least-squares best fitted line, we attempt to minimize  S = \sum_i (y_i - \bar{y}_i)^2 w.r.t. \beta_0 and  \beta_1.

\frac{\partial S}{\partial \beta_0 } = 0 , \frac{\partial S}{\partial \beta_1 } = 0  :

Failed to parse (Missing <code>texvc</code> executable. Please see math/README to configure.): \left( \begin{array}{cc} \centering 1 & 2 \end{array} \right)