Monte Carlo Simulations
Module code: 865G1
Level 7 (Masters)
15 credits in spring semester
Teaching method: Lecture
Assessment modes: Dissertation
The module will cover topics including:
- Introduction to R
- Pseudo-random number generation
- Generation of random variates
- Variance reduction
- Markov-chain Monte Carlo and its foundations
- How to analyse Monte Carlo simulations
- Application to physics: the Ising model
- Application to statistics: goodness-of-fit tests
Module learning outcomes
- Demonstrate advanced knowledge of Monte Carlo methods.
- Design and create programs for uniform and non-uniform random deviates.
- Investigate problems by using Markov-chain Monte Carlo simulations.
- Critically evaluate the output of Markov-chain Monte Carlo simulations.