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Simulation and Resampling Methods
Engineering & Social Sciences Program
Madrid, Spain
Dates: 8/26/23 - 12/23/23
Simulation and Resampling Methods
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
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