8/25/2025: This is a list of course materials. I will post new files and website links as we move through the course. Note that the week 1 handout (week 1 slides) is listed below (MonteCarlo_intro_handout.pdf). Please have it available in class on Monday, 8/25/25.
9/28/2025: Study guide for exam 1 is posted below.
HANDOUT CLASS SLIDES AND CORE READING MATERIALS
MonteCarlo_intro_handout.pdfWeek 1 slides--Intro. Monte Carlo
Chap1_633_handout.pdfChapter 1 slides
Chap2_633_handout.pdfChapter 2 slides
Higham_SIAMReviewSDE_2001.pdfHigham (2001): Main reading on stochastic differential equations (Sect. 2.9)
Chap2_633_SDE_handout.pdfChapter 2--SDE slides
Study Guide_Exam1_2025.pdfStudy guide and sample problems for exam 1 (log in with password used for homework solutions)
Chapters 3 - 4 slides
Spall_ISSO_excerpt_Appendix B.pdfExcerpt on two-sample tests
Chapter 4 Uncertainty Analysis
Hesterberg_bootstrap_Wiley Interdisciplinary Reviews_ Computation_2011.pdfHesterberg (2011): Main reading on bootstrap (Sect. 4.5)
Chapter 5 Variance Reduction
Law_CRNexcerpt.pdfExcerpt from Law (2007) on CRNs (supplement to Chap. 5 of class textbook)
Chapter 6 MCMC (core readings are shown above)
Simulation and estimation in dynamical systems
BayesAnalTimeSerDynModel88_KalmanIntro.pdfSpall (1988): Brief history of Kalman filter
Gelb_KalmanIntro_1974.pdfExcerpt from: Gelb (1974), showing a derviation of the Kalman filter
Study guide and sample problems for exam 2
Chapter 7 Sensitivity and Optimization
Study guide for final exam
ADDITIONAL READINGS AND PRESENTATION SLIDES
Heng_AmScientist_ApproxReality_2023.pdfHeng (2023)
Solow_ModelValidation_2023.pdfSolow (2023)
Williams_AmScientist_ModelBias_2023.pdfWilliams (2023)
