STATS 202C

Monte Carlo Methods for Optimization

Description: Lecture, three hours; discussion, one hour. Requisite: course 202B. Monte Carlo methods and numerical integration. Importance and rejection sampling. Sequential importance sampling. Markov chain Monte Carlo (MCMC) sampling techniques, with emphasis on Gibbs samplers and Metropolis/Hastings. Simulated annealing. Exact sampling with coupling from past. Permutation testing and bootstrap confidence intervals. S/U or letter grading.

Units: 4.0
1 of 1
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
AD
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
Overall Rating N/A
Easiness N/A/ 5
Clarity N/A/ 5
Workload N/A/ 5
Helpfulness N/A/ 5
1 of 1

Adblock Detected

Bruinwalk is an entirely Daily Bruin-run service brought to you for free. We hate annoying ads just as much as you do, but they help keep our lights on. We promise to keep our ads as relevant for you as possible, so please consider disabling your ad-blocking software while using this site.

Thank you for supporting us!