MATS442 Stochastic Simulation (5 cr)
Study level:
Advanced studies
Grading scale:
0-5
Language:
English, Finnish
Responsible organisation:
Department of Mathematics and Statistics
Curriculum periods:
2024-2025, 2025-2026, 2026-2027, 2027-2028
Description
Monte Carlo methods, such as importance sampling, rejection sampling, Markov chain Monte Carlo and sequential Monte Carlo. The contents may vary yearly.
Learning outcomes
The student can
- apply stochastic simulation methods in practice,
- explain theoretically why the methods work,
- modify the methods for a specific application
Additional information
The course is given biennially. The plan is to give this course during the academic years 2025-2026 and 2027-2028.
Description of prerequisites
Good control of foundations of probability, including continuous multidimensional distributions and knowledge of limit theorems (as in courses MATA2600 Basic course in probability & TILA2700 Further probability or TILA1200 Probability 1 & TILA1300 Probability 2 or MATA280 Foundations of Stochastics & MATS262 Probability Theory 2).
Completion methods
Method 1
Evaluation criteria:
Points in the exam and possibly solutions in problems classes and/or course work. Details are given later.
Select all marked parts
Method 2
Evaluation criteria:
Points in the final exam.
Select all marked parts
Parts of the completion methods
x
Participation in teaching (5 cr)
Type:
Participation in teaching
Grading scale:
0-5
Language:
English, Finnish
x
Exam (5 cr)
Type:
Exam
Grading scale:
0-5
Language:
English, Finnish