Posts Tagged ‘ ENSAE ’

slides for my simulation course

October 18, 2012
By
slides for my simulation course

Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George Casella. Here are the three

Read more »

Introducing Monte Carlo in PaRis [more slides]

November 17, 2010
By
Introducing Monte Carlo in PaRis [more slides]

The class started yesterday with a small but focussed and responsive audience! Given the background of the students, and in particular their clear proficiency in R!, I switched between the original slides of Introducing Monte Carlo Methods with R and those of my Monte Carlo Statistical Methods: course, updated by Olivier Cappé who is teaching

Read more »

Introducing Monte Carlo in PaRis

November 14, 2010
By
Introducing Monte Carlo in PaRis

As already announced on Statisfaction, I will start a short course in English based on Introducing Monte Carlo Methods with R at ENSAE next Tuesday. The slides were written by George Casella for a course he gave in Italy last spring and he kindly agreed on making them available on slideshare: Filed under:

Read more »