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Simulation and Resampling Methods Engineering & Social Sciences Program Fall 2023 Semester - Madrid

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Simulation and Resampling Methods

Simulation and Resampling Methods Course Overview

OVERVIEW

CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Mathematics
Instruction in: English
Course Code: 17308
Transcript Source: Partner Institution
Course Details: Level 400
Recommended Semester Credits: 3
Contact Hours: 42

DESCRIPTION

1. Random number generation
2. Monte Carlo methods a. Rejection method b. Importance sampling
3. Markov Chain Monte Carlo Methods
a. Metropolis Hastings algorithm
b. Gibbs sampling
c. Slice sampling
4. Resampling methods
a. Bootstrap
b. Jacknife
c. Randomization tests
d. Cross-validation

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