STAT525, 2020Spring, UIUC
Course description: The section of STAT 525 covers advanced Monte Carlo methods and applications. Topics may include Markov chain Monte Carlo, data augmentation, tempering methods, multiple-try Metropolis, genetic algorithm, evolutionary Monte Carlo, approximate Bayesian computation, sequential Monte Carlo methods and applications. Course materials will be drawn from textbooks as well as recent research literature.
Language: R (most), Python
Course content:
- Homeworks: hw1-7
- Homework problems
- Report
- Code
- Solution
- Midterm I
- Midterm II: cancelled
- Final Project
- Topic: Hybrid Monte Carlo and Application
- Report
- Code: Hybrid Monte Carlo & Metropolis-Hastings Algorithms