STA3431H: Monte Carlo Methods

This course will explore Monte Carlo computer algorithms, which use randomness to perform difficult high-dimensional computations. Different types of algorithms, theoretical issues, and practical applications will all be considered. Particular emphasis will be placed on Markov chain Monte Carlo (MCMC) methods. The course will involve a combination of methodological investigations, mathematical analysis, and computer programming.

Credit Value (FCE)

0.50

Campus(es)

St. George

Delivery Mode

In Class

School of Graduate Studies University of Toronto 63 St. George Street Toronto, ON Canada M5S 2Z9
Tel: 416-978-6614

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