ClassInfo

CSC 521 Monte Carlo Algorithms

Spring 2017-2018
Class number: 33982
Section number: 901
M 5:45PM - 9:00PM
LEWIS 01005 Loop Campus

Summary

CSC521 is graduate level course about the use of random numbers in simulations. The course introduces the concepts of pseudo-random number generators, Monte Carlo techniques, Bootstrap errors and the Metropolis algorithm, with main focus on implementation and computational issues. The subject is explained through examples in a variety of fields including computes science, telecommunications, graphics, physics, bioinformatics and finance. The different problems are formulated in computational terms in a way accessible to students with different background. The course emphasizes similarities among the different examples rather then their differences. Examples include: network reliability, rendering, protein folding, option pricing, and criticality of nuclear reactors.

This is a class on algorithms and it involves programming. It requires knowledge of elementary statistics, calculus as well as good programming skills in at least one programming language.



Texts

MAT151, CSC323, CSC212/CSC224 and CSC309 or istructor's permission



Grading

Required: Annotated Algorithms in Python, Massimo Di Pierro

Optional: Sheldon Ross, Simulations, 4th or 5th edition



Prerequisites

40% quizzes, 20% midterm exam, 40% final exam



School policies:

Changes to Syllabus

This syllabus is subject to change as necessary during the quarter. If a change occurs, it will be thoroughly addressed during class, posted under Announcements in D2L and sent via email.

Online Course Evaluations

Evaluations are a way for students to provide valuable feedback regarding their instructor and the course. Detailed feedback will enable the instructor to continuously tailor teaching methods and course content to meet the learning goals of the course and the academic needs of the students. They are a requirement of the course and are key to continue to provide you with the highest quality of teaching. The evaluations are anonymous; the instructor and administration do not track who entered what responses. A program is used to check if the student completed the evaluations, but the evaluation is completely separate from the student’s identity. Since 100% participation is our goal, students are sent periodic reminders over three weeks. Students do not receive reminders once they complete the evaluation. Students complete the evaluation online in CampusConnect.

Academic Integrity and Plagiarism

This course will be subject to the university's academic integrity policy. More information can be found at http://academicintegrity.depaul.edu/ If you have any questions be sure to consult with your professor.

All students are expected to abide by the University's Academic Integrity Policy which prohibits cheating and other misconduct in student coursework. Publicly sharing or posting online any prior or current materials from this course (including exam questions or answers), is considered to be providing unauthorized assistance prohibited by the policy. Both students who share/post and students who access or use such materials are considered to be cheating under the Policy and will be subject to sanctions for violations of Academic Integrity.

Academic Policies

All students are required to manage their class schedules each term in accordance with the deadlines for enrolling and withdrawing as indicated in the University Academic Calendar. Information on enrollment, withdrawal, grading and incompletes can be found at http://www.cdm.depaul.edu/Current%20Students/Pages/PoliciesandProcedures.aspx.

Students with Disabilities

Students who feel they may need an accommodation based on the impact of a disability should contact the instructor privately to discuss their specific needs. All discussions will remain confidential.
To ensure that you receive the most appropriate accommodation based on your needs, contact the instructor as early as possible in the quarter (preferably within the first week of class), and make sure that you have contacted the Center for Students with Disabilities (CSD) at:
Lewis Center 1420, 25 East Jackson Blvd.
Phone number: (312)362-8002
Fax: (312)362-6544
TTY: (773)325.7296