Monte Carlo Simulations (865G1)

15 credits, Level 7 (Masters)

Spring teaching

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

Teaching

100%: Lecture

Assessment

100%: Written assessment (Dissertation)

Contact hours and workload

We’re currently reviewing contact hours for modules and will update with further information as soon as it is available.

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.

Courses

This module is offered on the following courses: