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
Teaching and assessment
We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
This module is running in the academic year 2020/21. We also plan to offer it in future academic years. However, there may be changes to this module in response to COVID-19, or due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.
It may not be possible to take some module combinations due to timetabling constraints. The structure of some courses means that the modules you choose first may determine whether later modules are core or optional.
This module is offered on the following courses: