HT 2017 - Part A - Simulation and Statistical Programming
Lecturers: Prof Robin Evans (Statistical Programming), Prof Julien berestycki (Simulation) Class tutors: J. Berestycki / R. Evans Teaching Assistants: C. Gill and A. Homer
You will find on this webpage the slides and problem sheets regarding the
Simulation part of the course. The material regarding Statistical
Programming is available from Robin Evans's webpage.
You can register for classes here:
Monday 2-3pm LG.01, 24-29 Saint-Giles' Computer Lab
Wednesday 9-11am LG.02, 24-29 Saint-Giles' Problem class Thursday 10-11am or 12-1pm LG.04 24-29 Saint-Giles'
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Download slides: [ Lecture 1, Introduction and Monte Carlo method
Lecture 2, Inversion method
Lecture 3, Transformation methods
Lecture 4, Rejection sampling
Lecture 5, Importance sampling
Lecture 6, Normalized importance sampling
Lecture 7, Markov chain Monte Carlo
Lecture 8, Metropolis-Hastings algorithm
[ Part II]
[ Part III]
See also the lecture notes of Geoff Nicholls (HT 2014).
code R for MH image reconstruction.
code R for PS3.
Problem classes Please
hand in the solutions to the problem sheets by Monday at noon before the class and send the R code by
email, in a single well-commented R-script to firstname.lastname@example.org
or email@example.com(10am class).
Class allocation details are on Minerva (accessible from Oxford University network).
Computer labs Material on Robin Evan's course page.
update : 26 February 2016