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所在平台: Udemy |
课程主页: https://www.udemy.com/course/introduction-to-monte-carlo-methods/
课程评论：没有评论
课程名称：蒙特卡洛方法简介 概述：大家好，截至2022年6月，我必须告诉你们，这门课程已经过时。由于个人原因，我将无法回复任何消息或问题。课程内容是在2018年申请研究生时编写的，因此有些粗糙，但这些资料将对任何攻读统计学、计算机科学或经济学硕士项目的人有所帮助。由于Udemy的政策，我无法将课程价格改为免费，但希望这能为大家提供一些关于蒙特卡洛方法和统计计算的基本理解。祝好，Jonathan 这是一门针对公开入门的完整研究生课程，内容围绕蒙特卡洛方法展开。我将该领域领导者如Christian Robert和George Casella的许多工作简化为易于理解的讲座和实例。目标受众是有编程和统计背景的人，具体对贝叶斯计算感兴趣。在这门课程中，学生将解决生成从目标分布中抽取随机样本的问题，包括变换方法和马尔可夫链，优化数值和组合问题（例如旅行商问题）以及用于数据分析的贝叶斯计算。 在这门课程中，学生有机会“手动”将蒙特卡洛算法开发成代码，而无需使用“黑箱”第三方包。
Hi all,As of June, 2022, I have to let you know that this course is out of date. I am busy with life and will not be able to respond to any messages or questions. The content was written when I was applying to grad schools in 2018 so it's a little rough, but the material will help anyone in their MS statistics/cs/economics programs. I unfortunately cannot change the pricing to free due to Udemy's policies, but I hope this provides people with some basic understanding of Monte Carlo methods and statistical computing.Best wishes,Jonathan----------This is a fully developed graduate-level course on Monte Carlo methods open to the public. I simplify much of the work created leaders in the field like Christian Robert and George Casella into easy to digest lectures with examples. The target audience is anyone with a background in programming and statistics with a specific interest in Bayesian computation. In this course, students tackle problems of generating random samples from target distributions through transformation methods and Markov Chains, optimizing numerical and combinatorial problems (i.e. Traveling Salesman Problem) and Bayesian computation for data analysis.In this course, students have the opportunity to develop Monte Carlo algorithms into code "by hand" without needing to use "black-box" 3rd party packages.
