Course Info

CSC 521: Monte Carlo Algorithms

A course about the use of random numbers for numerical computation with particular emphasis on implementation issues and applications in science and finance. Covered topics include: pseudo random number generators, the inversion method, the accept-reject method, discrete event simulations, multi-dimensional integration, the Metropolis and the Bootstrap algorithms. PREREQUISITE(S): (CSC 402 or CSC 404) and CSC 423 or consent of instructor

Spring 2017-2018

Section: 901
Class number: 33982
Meeting time: M 5:45PM - 9:00PM
Location: LEWIS 01005 at Loop Campus
Section: 910
Class number: 33983
Meeting time: -
Location: N/A at Online Campus

Spring 2016-2017

Section: 901
Class number: 33401
Meeting time: M 5:45PM - 9:00PM
Location: LEWIS 01005 at Loop Campus
Instructor: Yiou Li | View syllabus
Section: 910
Class number: 33402
Meeting time: -
Location: N/A at Online Campus
Instructor: Yiou Li | View syllabus

Spring 2015-2016

Section: 901
Class number: 32682
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01510 at Loop Campus
Section: 910
Class number: 32683
Meeting time: -
Location: N/A at Online Campus

Spring 2014-2015

Section: 901
Class number: 30162
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01105 at Loop Campus
Section: 910
Class number: 30163
Meeting time: -
Location: N/A at Online Campus

Spring 2013-2014

Section: 901
Class number: 30193
Meeting time: Tu 5:45PM - 9:00PM
Location: LEWIS 01001 at Loop Campus
CLOSED
Section: 910
Class number: 30194
Meeting time: -
Location: N/A at Online Campus