Documentation:Monte Carlo Equilibration

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Monte Carlo equilibration


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 and \frac{\partial S}{\partial \beta_1 } = 0