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. This course no longer covers computer experiments. Monte Carlo methods are used in almost every branch of science and engineering. The topics that are most important are .... the ones that help you solve your problems. This varies from person to person. I've selected topics ranging from fundamental, that almost everybody needs a little, to specialized that some people will need a lot. The students have come from: statistics, computer science (graphics, machine learning, information retrieval), finance, biology, education, aero-astro, in the recent past.
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. Also make sure to put stat 362 in the subject line of emails. Otherwise your email won't come to the top when I search for course related emails.Late penalties apply:
Problem set solutions are due in class on the date assigned. After class ends they become one day late. 24 hours after class ends they become two days late, etc. 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.)