| Begge sider forrige revisjon
Forrige revisjon
Neste revisjon
|
Forrige revisjon
Neste revisjon
Begge sider neste revisjon
|
tma4300:2019v:log [2019-01-14]
martino [Tabell] |
tma4300:2019v:log [2019-01-16]
martino [Lecture log] |
| Below you find an overview of what we have discussed in each lecture. This overview will be updated after each lecture. | Below you find an overview of what we have discussed in each lecture. This overview will be updated after each lecture. |
| |
| ^ Week ^ Date ^ Topics ^ Slides | Extra Material ^ Reading ^ | ^ Week ^ Date ^ Topics ^ Slides | Extra Material ^ Reading ^ |
| | 2 | 08.01 | Organisation of the course. Intro to R. Simulation from discrete RV | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_Queue.R| R code for Simulation of Queue]], [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_PseudoRandomNumber.R| R code for simulation of pseudo random numbers]], [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_Intro_to_R.R| Intro to R ]], [[[[https://medium.freecodecamp.org/a-brief-history-of-random-numbers-9498737f5b6c|Some history about random number generators]]]] | GL: 1.1-1.2-1.3.1, GH: 1 (repetition) | | | 2 | 08.01 | Organisation of the course. Intro to R. Simulation from discrete RV | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_Queue.R| R code for Simulation of Queue]], [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_PseudoRandomNumber.R| R code for simulation of pseudo random numbers]], [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture1/Lecture1_Intro_to_R.R| Intro to R ]], [[[[https://medium.freecodecamp.org/a-brief-history-of-random-numbers-9498737f5b6c|Some history about random number generators]]]] | GL: 1.1-1.2-1.3.1, GH: 1 (repetition) | |
| | 2 | 10.01 | Bivariate techniques (Box-Muller algorithm), ratio-of-uniforms method | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture2/Lecture2.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/inversion.R|R code to illustrate inversion sampling]] | GL: 1.3.2, GH: 6-6.2.2 | | | 2 | 10.01 | Bivariate techniques (Box-Muller algorithm), ratio-of-uniforms method | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture2/Lecture2.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/inversion.R|R code to illustrate inversion sampling]] | GL: 1.3.2, GH: 6-6.2.2 | |
| | 2 | 11.01 | Methods based on mixtures, multivariate Normal, Rejection sampling | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/Lecture3.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/ratio_of_unif.R|R code to illustrate ratio of uniforms method and mixtures method]],[[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/rejection_sampling|R code to illustrate rejection sampling]] | GL: 1. 4, 1.5.1, GH:6.2.2, 6.2.3 | | | 2 | 11.01 | Methods based on mixtures, multivariate Normal, Rejection sampling | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/Lecture3.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/ratio_of_unif.R|R code to illustrate ratio of uniforms method and mixtures method]],[[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture3/rejection_sampling.R|R code to illustrate rejection sampling]] | GL: 1. 4, 1.5.1, GH:6.2.2, 6.2.3 | |
| | | 3 | 15.01 | Finish rejection sampling, adaptive rejection sampling, Monte Carlo integration, importance sampling | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture4/Lecture4.pdf| Slides]] | | GL: 1.5 (all), GH: 6.2.3 (all), 6.3.1, 6.4.1 | |
| | | | 17.01 | | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture5/Lecture5.pdf| Slides]] | [[http://www.math.ntnu.no/emner/TMA4300/2019v/Lecture5/Importance_sampling.R|R code to illustrate importance sampling]] | | |