MATS442 Stochastic Simulation (4 cr)
Grading scale
0-5
Teaching languages
Finnish
,
English
Responsible person(s)
Stefan Geiss
Learning outcomes
The student can
鈥� apply stochastic simulation methods in practice,
鈥� describe why the methods work,
鈥� modify the methods for a specific application
Study methods
Problems classes, course exam, and a possible course assignment.
Content
Monte Carlo methods, such as importance sampling, rejection sampling, Markov chain Monte Carlo, sequential Monte Carlo and multilevel Monte Carlo. The contents vary yearly.
Further information
The course is given every second year. It is given in 2018 and 2020.
Assessment criteria
The final mark is determined by the points of the final exam, the possible problems class bonuses and the mark of the course assignment (if applicable).
Prerequisites
MATA280 Foundations of stochastics or TILA121 Probability. Recommended: MATS262 Probability theory 2.