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Class Notes
CS695/795/895 Monte Carlo Simulation (Special Topics)

Fall 2012

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Links will be provided for each week as the class progresses.

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Week 1:	Aug. 29	Introduction
Week 2:	Sept. 5	Short Resume of Statistics
Week 3:	Sept. 12	Direct Simulation
Week 4:	Sept. 19	Monte Carlo Integration
Week 5:	Sept. 26	Variance Reduction
Week 6:	Oct. 3	Random Number Generation
Week 7:	Oct. 10	Testing of Randomness
Week 8:	Oct. 17	Nuclear Simulation
Week 9:	Oct. 24	Quasi Monte Carlo
Week 10:	Oct. 31	Monte Carlo for Linear Operator Equations
Week 11:	Nov. 7	Monte Carlo for Partial Differential Equations
Week 12:	Nov. 14	Markov Chain Monte Carlo
Week 13:	Nov. 21	Thanksgiving
Week 14:	Nov. 28	Presentations
Week 15:	Dec. 5	Presentations
Week 16:	Dec. 12	Presentations

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