# ST407 - Monte Carlo Methods

**Module code:**ST407**Module name:**Monte Carlo Methods**Department:**Statistics**Credit:**15

Content and teaching | Assessment | Availability

## Module content and teaching

###### Principal aims

This module will provide students with the tools for advanced statistical modelling and associated estimation procedures based on computer-intensive methods known as Monte Carlo techniques.

###### Principal learning outcomes

Knowledge of a collection of simulation methods including Markov chain Monte Carlo (MCMC); understanding of Monte Carlo procedures; Ability to develop and implement an MCMC algorithm for a given probability distribution; Ability to evaluate a stochastic simulation algorithm with respect to both its efficiency and the validity of the inference results produced by it; Ability to use Monte Carlo methods for scientific applications.

###### Timetabled teaching activities

30 hourly lectures and 9 hour-long practicals.

###### Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/years3-4/st407

###### Other essential notes

Desirable Background:A basic knowledge of the statistical programming language R or SPLUS. (Coursework will be based on R). Prerequisite(s): ST115 Introduction to Probability (or ST111 Probability A and ST112 Probability B for students outside the Statistics department). ST218 Mathematical Statistics A and ST219 Mathematical Statistics B (ST220 Mathematical Statistics for students outside the Statistics department).

## Module assessment

Assessment group | Assessment name | Percentage |
---|---|---|

15 CATS (Module code: ST407-15) | ||

D1 (Assessed/examined work) | Coursework | 20% |

2 hour examination (April) | 80% | |

D2 (Assessed/examined work) | Assignment 2 | 10% |

Assignment 1 | 10% | |

2 hour examination (April) | 80% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics (BSc) (G100) - Year 3
- Undergraduate Mathematics with Intercalated Year (G101) - Year 4
- Undergraduate Mathematics (MMath) (G103) - Year 3
- Undergraduate Mathematics (MMath) (G103) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 3
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 5
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 3
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 4
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 3
- Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
- Master of Advanced Study in Mathematical Sciences (G1PE) - Year 1
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 5
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 3
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 4
- Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 5
- Undergraduate Discrete Mathematics (G4G3) - Year 4
- Postgraduate Taught Statistics (G4P1) - Year 1
- Postgraduate Taught Statistics (G4P1) - Year 2
- MSc in Scientific Computing (G5P5) - Year 1
- MSc in Scientific Computing (G5P5) - Year 2