Mathematics and Computer Science 157 - Monte Carlo Methods

Institution:

Claremont McKenna College

Subject:

Description:

O'Neill and Staff This course introduces concepts and statistical techniques that are critical to constructing and analyzing effective simulations, and discusses certain applications for simulation and Monte Carlo methods. Topics include random number generation, simulation-based optimization, model building, bias-variance tradeoff, input selection using experimental design, Markov chain Monte-Carlo (MCMC) and numerical integration. Offered occasionally

Credits:

1.50

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.claremontmckenna.edu/

Phone Number:

(909) 621-8000

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Semester

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