Diffusion Approximation: RTE

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Related lectures (32)

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Monte Carlo: Optimization and Estimation

Explores optimization and estimation in Monte Carlo methods, emphasizing Bayes-optimal groups and estimators.

Monte Carlo Methods: Thermal Radiation Applications

Discusses the application of Monte Carlo methods in thermal radiation analysis, focusing on probability functions and numerical integration techniques.

Numerical Simulation of SDEs: Monte Carlo & Optimal Control

Covers Monte Carlo methods, variance reduction, and stochastic optimal control, exploring simulation techniques, efficiency, and investment dynamics.

Probability & Stochastic Processes

Covers applied probability, stochastic processes, Markov chains, rejection sampling, and Bayesian inference methods.

Simulation & Optimization: Poisson Process & Random Numbers

Explores simulation pitfalls, random numbers, discrete & continuous distributions, and Monte-Carlo integration.

Markov Chain Monte Carlo: Rejection Sampling

Explores rejection sampling for generating sample values from a target distribution, along with Bayesian inference using MCMC.

Monte Carlo Markov Chains

Covers Monte Carlo Markov Chains and sampling algorithms for iterative trial configurations.

Computer Simulation: Early Days and Monte Carlo Method

Explores the early days of computer simulation, focusing on the Monte Carlo method and its evolution in scientific research.

Markov Chain Monte Carlo: Sampling and Convergence

Explores Markov Chain Monte Carlo for sampling high-dimensional distributions and optimizing functions using the Metropolis-Hastings algorithm.

Stochastic Simulation: Introduction and G/G/1 Queueing Model

Covers the stochastic simulations course, G/G/1 queueing model, computational finance, statistics, physics, and Bayesian inference.