MATH-414: Stochastic simulation

Summary

The student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Markov Chain Monte Carlo.

Official source

https://edu.epfl.ch/coursebook/en/stochastic-simulation-MATH-414

Moodle Page

http://go.epfl.ch/MATH-414

About this result

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Mathematical logic: Set theory

Computer engineering

Computer networks: Internet browsing, Search engines

Instructor

Lectures in this course (48)

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