Advanced Simulation SC5

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Announcements

Revision Lectures 2020

Lectures

  • Monday, 16:00-17:00, LG01 Department of Statistics
  • Tuesday, 11-12:00, LG01 Department of Statistics.

Classes

Undergraduates:

  • Wednesday, weeks 2,5,7, TT1 09:30-11:00 @ LG04
  • Thursday, weeks 2,5,7, TT1 09:00-10:30 @ LG04
  • Thursday, weeks 2,5,7, TT1 10:30-11:00 @ LG04

MSc

  • Wedensday, weeks 3, 5, 7, 8 10-11:00

Problem Sheets

Solutions to R exercises

Notes

These may be updated as we go. Note that Reversible Jump MCMC is no longer in the syllabus and will be replaced by Hamiltonian Monte Carlo. This is in the second part of the course, starting in week 5 which will be taught by Dr. Daniel Paulin.

Slides 2020

These will be updated as we go, however only minor changes will be made. Feel free to use these to prepare ahead of the lecture.

Slides from 2019

These will be updated as we go, however only minor changes will be made. Feel free to use these to prepare ahead of the lecture.

Disclaimer

Disclaimer This course is based on the material developed by previous instructors, including Arnaud Doucet, Pierre E. Jacob, RĂ©mi Bardenet, George Deligiannidis, Lawrence M. Murray, Tigran Nagapetyan, Patrick Rebeschini, Paul Vanetti and Daniel Paulin.