Themes

Theme 1: Monte Carlo Simulation

Theme 2: Random Variables and Random Numbers

Theme 3: Simple Sampling

Theme 4: Complementary Random Numbers and Dagger Sampling

Theme 5: Control Variates and Correlated Sampling

Theme 6: Importance Sampling and Stratified Sampling

Theme 7: Simulation Design

A compendium on Monte Carlo methods is under development. An incomplete draft version of the compendium is available here (this draft will be continuously updated). Student are most welcome to suggest improvements to the compendium! For example, if some part of the course is difficult to understand in the slides of that theme, further explanations and examples can be added to the compendium. It is also appreciated if students report corrections and need for clarification.

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