CmpE 548 Monte Carlo Methods

Catalog Description: 

Basic principles of generating random variates, rejection, reweighting and variance reduction, importance sampling and rejection control. Monte Carlo computational strategies: Sequential Monte Carlo (SMC), Markov Chain Monte Carlo (MCMC), Metropolis Hastings algorithm, reversible jump process, Gibbs sampler, simulated annealing and bridging. Population Monte Carlo, Markov chains and convergence, Annealed importance sampling and SMC samplers.

Credits: 

(3+0+0) 3 ECTS 8

Prerequisites: 

Consent of the instructor
Link Year Semester Course Page Instructor Course Schedule Lab Schedule
view 2017 Fall Ali Taylan Cemgil WWW 234 BM A6 | BM A6 | BM A6
view 2016 Spring Ali Taylan Cemgil
view 2015 Spring Course Page Ali Taylan Cemgil
view 2014 Spring Course Page Ali Taylan Cemgil
view 2013 Spring Course Page Ali Taylan Cemgil
view 2012 Spring Course Page Ali Taylan Cemgil
view 2011 Spring Course Page Ali Taylan Cemgil
view 2010 Spring Course Page Ali Taylan Cemgil

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