May 24, 2024  
2021-2022 Graduate Catalog 
    
2021-2022 Graduate Catalog [ARCHIVED CATALOG]

STAT 8674 - Monte Carlo Methods


3 Credit Hours
Prerequisites: MATH 6752  with grade of C or higher.
Description
Topics included are the Monte Carlo method for integration, Metropolis-Hastings algorithms, the Gibbs sampler and other Markov chain-based methods, importance sampling, simulated tempering, perfect sampling, and other related subjects. Some applications will be illustrated by real examples. Applications include use of a statistical computer package.