Monte Carlo methods are used in many application areas, including: finance, bioinformatics, computer graphics, discrete event simulation, physics, and statistical inference. We will cover a broad selection of topics, touching on some applications, and on recent developments in Markov chain Monte Carlo and quasi-Monte Carlo.Here is a list of topics. Last time we were able to cover almost all of them. Courses and degrees makes reference to computer experiments, but this course no longer covers them.
We meet in Sequoia Hall 200, MW 2:15-3:30
Starting Monday September 24
I expect to send a small number of important emails about problem sets and the homework there. Most other announcements will be made in class.Late penalties apply:
We will count days late on each problem set. HW turned in on the due date but after class ends is one day late. The next day is two days late and so on. late if it is not turned in in class Each day late is penalized by 10% of the homework value. Homework more than 3 days late will ordinarily get 0. If you're travelling, you can email a pdf file. For sickness, interviews and other events, up to 3 late days total are forgiven at the end of the quarter. (Work late enough to get zero does not get redeemed though.)