Course Schedule ⚙️

The first page of the notes indicates when it was most recently updated.

Date	Topic	Notes
Aug 18	What is a Monte Carlo?	Introduction
Aug 20	Probability; Sampling Low Discrepancy Sampling
Aug 25	Conditional Probability Random Number Generation Quantile Function to Generate Non-Uniform Samples	Generating Samples
Aug 27	Quantile Function to Generate Non-Uniform Samples Multivariate Normal; Gaussian Processes; Brownian Motion
Sep 1	Labor Day (no class)
Sep 3	Option Pricing Low Discrepancy Sampling
Friday, Sep 5	Assignment 1 Due Acceptance-Rejection Sampling Also see material recorded on September 6
Sep 8 Fred out of town lectures to be recorded will be announced when available	qmcpy tutorial
Sep 10 Fred out of town lectures to be recorded will be announced when available	qmcpy tutorial
Sep 15	Metropolis-Hastings Algorithm Discrepancy	Markov Chain Monte Carlo (MCMC) + Disrepancy
Sep 17	Discrepancy
Sep 19	Assignment 2 Due
Sep 22	Review of Generating Non-Uniform Samples
Sep 24	Test 1 on Parts 1 Introduction and Part 2 Generating Samples
Sep 29	Worst case error
Oct 1	Average case error Bayesian Inference Project Proposals Due
Oct 6	Bayesian inference Queues
Oct 8	Metropolis Queues Importance Sampling	Improving Efficiency
Oct 13	Fall Break (no class)
Oct 15
Oct 17	Assignment 3 Due
Oct 20
Oct 22
Oct 27
Oct 29	Test 2 on Part 3 MCMC + Discrepancy and Part 4 Importance Sampling, Control Variates
Nov 3
Nov 5
Nov 10
Nov 12
Nov 17
Nov 19
Nov 24
Nov 26	Thanksgivng Break (no class)
Dec 1
Dec 3
Dec 11 2–4PM, WH 115	Take-Home Portion of the Final Exam Due In-Class Portion of the Final Exam