- English only
Optimization and Simulation
Slides
| Topic | File |
|---|---|
| Introduction to the course | 00-misc.pdf |
| Introduction to simulation | 01-simulIntro.pdf |
| Drawing from distributions | 02-draws.pdf |
| Simulating events: the Poisson process | 03-poisson.pdf |
| Discrete events simulation | 04-discreteEvents.pdf |
| Statistical analysis and bootstrapping | 05-bootstrap.pdf |
| Variance reduction | 06-varianceReduction.pdf |
| Optimization | 07-optimization.pdf |
| Markov Chain Monte Carlo method | 09-markov.pdf |
Contacts
Lecturers:
Teaching assistants:
Schedule
Tuesday 09:15-13:00