Lecture

Monte Carlo Estimation: Sequential Route Carlo

In course

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Description

This lecture covers the concept of Monte Carlo estimation, focusing on the Sequential Route Carlo algorithm and its application in estimating various parameters. The instructor explains the process step by step, highlighting the importance of independent samples and the re-estimation technique. The lecture delves into the theoretical background of the algorithm and provides practical examples to illustrate its implementation.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_609y6lul

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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