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Unformatted text preview: STA 6934: Monte Carlo Statistical Methods Spring 2008 Professor George Casella Griffin-Floyd 225 [email protected] Credits: 3 Co-requisite: STA 6327 or permission of instructor. Teaching Assistant: Ritao Liu [email protected] Lecture and office hours Lectures: MWF Period 5: 11:45-12:35, Griffin- Floyd 230 Office Hours: To be announced Textbook Monte Carlo Statistical Methods, Second Edition , Robert and Casella. Course Web Page The web page for the course is http://www.stat.ufl.edu/ casella/MCSM08/ All important information will be posted there, including assignments and solutions. There will be no class Friday January 11 (Winter Workshop), Monday January 14, Wednesday January 16 (Casella at NSF), Monday January 21 (MLK Day). I will try to find a time to make up the missed classes. Course Notes Portions of this material have been taught as a short course over the years. There are 289 slides that I will be showing in class, but they will be supplemented, with much of the underlying theory done on the board. You can download the slides if you wish, and have them to take notes on. There are two versions available on the web page. One is formatted as slides, and in the other the slides are smaller with a lot of room to write....
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- Fall '08
- Monte Carlo method, Markov chain Monte Carlo, Monte Carlo Integration