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.