MATS442 Stochastic Simulation (4 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English, Finnish
Responsible organisation:
Department of Mathematics and Statistics
Curriculum periods:
2017-2018, 2018-2019, 2019-2020
Description
Content
Monte Carlo methods, such as importance sampling, rejection sampling, Markov chain Monte Carlo, sequential Monte Carlo and multilevel Monte Carlo. The contents vary yearly.
Completion methods
Problems classes, course exam, and a possible course assignment.
Assessment details
The final mark is determined by the points of the final exam, the possible problems class bonuses and the mark of the course assignment (if applicable).
Learning outcomes
The student can
• apply stochastic simulation methods in practice,
• describe why the methods work,
• modify the methods for a specific application
• apply stochastic simulation methods in practice,
• describe why the methods work,
• modify the methods for a specific application
Additional information
The course is given every second year. It is given in 2018 and 2020.
Description of prerequisites
MATA280 Foundations of stochastics or TILA121 Probability. Recommended: MATS262 Probability theory 2.
Completion methods
Method 1
Select all marked parts
Method 2
Select all marked parts
Parts of the completion methods
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Unpublished assessment item
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Unpublished assessment item