Embedded Files
Dauphine Master 1 - MIDO - Christian P. Robert
Course summary
Course summary
Keywords: fundamental concepts, quasi-random generators, simulation of random variables, inverse transform method, accept-reject algorithm, variance reduction, importance sampling, sequential sampling, antithetic variable, control svariables, stratification methods, computational statistics.
Slides
Slides
References
References
Robert, C.P. & Casella, G. (2009) Introducing Monte Carlo Methods with R (Use R!). Springer-Verlag
Robert, C.P. & Casella, G. (2011) Méthodes de Monte-Carlo avec R. Springer-Verlag
Robert, C.P. & Casella, G. (2004) Monte Carlo Statistical Methods. Springer-Verlag
Owen, A. (2023) Monte Carlo theory, methods and examples [link]
Resources
Resources
Lecture notes: French version
TPs: Exercises
Projects: 2020-2021 (Fr), 2021-2022 (Fr), 2022-2023 (Fr)
Final exams: 2020-2021 (Fr), 2021-2022 (Fr), 2022-2023 (Fr)
Questions?
Questions?
Instructor: Christian P. Robert
Contact xian[@]ceremade.dauphine.fr
Page updated
Google Sites
Report abuse