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CY504 Monte Carlo Methods

Lecturer:

Elke Thönnes

Times and Rooms

Monday 14:00-15:00 A1.01, Statistics Department
Wednesday 10:00-11:00 A1.01, Statistics Department
Friday 09:00-10:00 A1.01, Statistics Department

Progress:

Lecture 1, 26th September
1. TBA

Examples:

TBA

Exams:

TBA

Literature:

Suggested reading:

  • W. Gilks et al., Markov chain Monte Carlo in practice, Chapman & Hall, 1996.
  • J.S. Liu, Monte Carlo Strategies in Scientific Computing, Springer, 2001.

Internet materials:

  • TBA

Current Events

  • 1st Lecture: 26th Sept at 14:00 pm in A1.01 Statistics Dept