slides for my simulation course

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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 series of slides I will use throughout the course this year, mostly for the benefit of the students:

(the last series is much improved when compared with an earlier version, thanks to Olivier Cappé!)


Filed under: Books, Kids, R, Statistics, University life Tagged: ENSAE, Introduction to Monte Carlo Methods with R, MCMC, Monte Carlo Statistical Methods, R, simulation, slides, slideshare, Université Paris Dauphine

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