CMPE548
CMPE548
Course Information
| Institute | Institute of Science and Engineering |
| Course Code | CMPE548 |
| Course Title | Monte Carlo Methods |
| Language of Instruction | English |
| Course Semester | Fall |
| Course Hours | Lecture: 3, PS:0, Labs: 0 |
| Course Credits | 3 |
| ECTS | 10 |
| Grading Mode | Letter Grade |
| Prerequisites | Consent of the instructor |
| Corequisites | None |
Catalog Description
Basic principles of generating random variates, rejection, reweighting and variance reduction, importance sampling and rejection control. Monte Carlo computational strategies: Sequential Monte Carlo (SMC), Markov Chain Monte Carlo (MCMC), Metropolis Hastings algorithm, reversible jump process, Gibbs sampler, simulated annealing and bridging. Population Monte Carlo, Markov chains and convergence, Annealed importance sampling and SMC samplers.
Current Instructor
Previous Instructors
Ali Taylan Cemgil
Professor