Simulation and computation 710

Module code STC 710
Qualification Postgraduate
Faculty Faculty of Economic and Management Sciences
Module content

Efficient programming, Monte Carlo simulation, sampling of discrete and continuous probability models, General transformation methods, Accept-reject methods, Monte Carlo integration, importance sampling, numerical optimisation, Metropolis-Hastings algorithm, GIBBS sampling.

Module credits 15.00
Prerequisites STK 353
Contact time 1 lecture per week
Language of tuition Module is presented in English
Department Statistics
Period of presentation Semester 1

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