Week 4
MEET Tuesday (6/18)
Learning Outcomes
Monte Carlo Integration
Importance Sampling
Monte Carlo Optimization
Stochastic Gradient Methods
| Lecture | Videos |
|---|---|
| Slide | Video 1 | Video 2 | Video 3 |
Further Reading
Available from Broome Library
Introducing Monte Carlo Methods in R: Chapter 3 and 5
Explorations in Monte Carlo Methods: Chapter 5 and 6
Computational Statistics: Chapter 4
Great Books (Don’t Buy)
Simulation and the Monte Carlo Method: Chapter 5
Statistical Computing in R: Chapter 6