Monte Carlo Simulations (865G1)
15 credits, Level 7 (Masters)
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
100%: Written assessment (Dissertation)
Contact hours and workload
This module is 150 hours of work. This breaks down into 33 hours of contact time and 117 hours of independent study.
This module is running in the academic year 2019/20. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.