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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%

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
  • 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 2
  • MSc in Scientific Computing (G5P5) - Year 2