COURSE COVERAGE
. This will be followed by lab time.
Date  Coverage  Homework 

Jan. 5  Review of some undergraduate probability basics: RVs, CDF/PDF/PMF, expectation, LLN and CLT. If you're weak on this stuff, my favourite reference is "Mathematical Statistics and Data Analysis" by Rice. Great book. 

Jan. 10 
MEET IN GAUSS LAB!


Jan. 12  From now on, unless told otherwise, we will meet in the Gauss lab for lectures.  
Jan. 17 

NOTES:

Jan. 19  Today you will continue working on the code from last class, and we will also go over the CI script together.  
Jan. 24 


Jan. 26  Chapter 2 lecture (we covered upto and including 2.2.2 today). 

Jan. 31  Today we will finish Chapter 2 and get started on the chapter 2 [R script]. FYI, this will be your next assignment. 

Feb. 2  Continue work on R script  there's a lot there to figure out! To help some of you out, here is a hint! 

Feb. 7  More time to work out chapter 2 stuff.  Answers to some questions/issues that arose in class today:

Feb. 9  Chapter 3 lectures begin: basic Monte Carlo and importance sampling. [R script]  
Feb. 14  Review of MC plus SIR (sampling importance resampling). [R script] 

Feb. 16  Lecture on stratified sampling.  
Feb. 2024  READING WEEK  
Feb. 28  Quick review of basic/importance/stratified versions of MC. This will be followed by class time to work on Feb. 9th/14th/and 16th scripts adn homeworks. This is an important review/assignment work as the material will be part of the material for the test.  STUDY! 
March 2  Bootstrap lecture. [R script]  Bootstrap reference: [PDF][PDF 2] 
March 7  TEST ONE  
March 9 


March 14  More bootstrap (review plus exercises).  Please note: the bootstrap assignment (parts of exercises) will be due shortly (March 28th). 
March 16  Stochastic search: [script 1][script 2][script 3][script 4] 

March 21  
March 23  INCLASS ASSIGNMENT: You should bring a set of headphones for the class. When you are finished, have the TA check your code at your station. If you do not finish with enough time to do this, you can alternatively hand in your solution to the gmail account  same rules as always. You have until 11:20am. HAVE FUN!  
March 28  Simulated Annealing lecture one: [script 1][script 2] 

March 30  Simulated Annealing lecture two: review of algorithm and [script 3]  Assignment 5 is here. It is due on Monday, April 17th at noon. Note the slightly different time of day than usually. This is to accomodate potential office hours that afternoon. 
April 4  TEST TWO 