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Computational-Methods-in-Stochatics

Course Repository for "Computational Methods in Stochastics" at AALTO Univeristy in Helsinki CS-E5795. In this repository are presented 7 assignements of the course which regrad the following topics:

  1. Simulating standard probability distributions.

  2. Methods of simulating 'non-standard' distributions. Logarithmic binning.

  3. Markov processes and stochastic models.

  4. Monte Carlo (MC) method and Metropolis sampling.

  5. Markov Chain Monte Carlo (MCMC) method; Gibbs and Metropolis-Hastings sampling.

  6. Hamiltonian/Hybrid Monte Carlo (HMC) method.