Stochastic simulation
MATH-414
This file is part of the content downloaded from Stochastic simulation.
- Announcements (Forum)
- EXAMFind below all the info for the exam. (Text and media area)
- Exam rooms (File)
- Exam Instructions (File)
- List of packages (File)
- PROJECT INFORMATIONPlease read through the documen... (copy) (Text and media area)
- PROJECT RULES (File)
- Projects (Folder)
- Choice of project (Choice)
- Course information: Professor: Prof. Fabio Nobile ... (Text and media area)
- Resources for Exercise Sessions:The majority of th... (Text and media area)
- Course summary (Page)
- References (Page)
- Course book -- fiche de cours (URL)
- Lecture notes and course material: (Text and media area)
- Lectures notes (version of Dec. 18, 2025) (File)
- WARNING: These notes are a work in progress and ... (Text and media area)
- The lecture notes will hopefully be improved durin... (Text and media area)
- Introductory Slides (File)
- Slides week 1: Pseudo-Random Number Generators (File)
- Slides week 2: Random Variable Generation (File)
- Slides week 3: Generation of stochastic processes (File)
- Slides week 4: Generation of stochastic processes & Monte Carlo Method (File)
- Slides week 5: Monte Carlo & Variance Reduction Techniques - I (File)
- Slides week 6: Variance Reduction Techniques - II (File)
- Slides week 7: Variance Reduction Techniques - III (File)
- Slides week 8: Quasi Monte Carlo (File)
- Slides week 9: Markov Chain Monte Carlo - I (File)
- Slides week 10: Some theory of Markov chains (File)
- Slides week 11: Markov chains on general state spaces & Metropolis-Hastings (File)
- Slides week 12: Metropolis-Hastings algorithms (File)
- Guide to Python (Text and media area)
- Reference material for Python (Page)
- Review material probability and statistics (Text and media area)
- Here is some review material on some concepts that... (Text and media area)
- Review on probability and stochastic processes (File)
- Review on statistics (File)
- Taken fromDirk P. Kroese, , Thomas Taimre, and Zdr... (Text and media area)
- Some common distributions (File)
- Taken from Søren Asmussen and Peter W. Glynn. Stoc... (Text and media area)
- References for numerical analysis backgroundTrefet... (Text and media area)
- Lecture 8 -- QMC, part 1 (Kaltura Video Resource)
- Lecture 8 -- QMC, part 2 (Kaltura Video Resource)
- Lab08 (File)
- Code for Lab 08 (Folder)
- Solutions Lab08 (File)
- Codes Lab08 (Folder)