MATH160 CM - Monte Carlo Methods

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 trade-off, input selection using experimental design, Markov chain Monte Carlo (MCMC), and numerical integration.

Prerequisite: MATH 151 CM

Offered: Every other spring

Credit: 1

Course Number: MATH160 CM