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Computational Methods in Stochastics D


Aalto University


<p>Fundamentals of relevant numerical mathematics, practical tools for data analysis (such as logarithmic binning), generation of random variables from different distributions,</p><p>Markov chains, Monte Carlo methods (MCMC, Hamiltonian MC), some of the most important stochastic processes (e.g. Poisson, Gaussian, First-Passage)</p><p> </p>

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Course dates
03 September 2025 - 08 December 2025
Course organizer
Riku Linna
Place/Venue
School of Science / Department of Computer Science
City
Country
Finland
Workload
5
Link
https://mycourses.aalto.fi/course/search.php?...