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Module Title: 
Modelling and Simulation
Module Code: 
DSC6333

Module Content

Random number generation: pseudo random number generators.

Simulating samples from discrete distributions.

Simulating samples from continuous distributions: the inverse transform method, rejection sampling,

Simulating statistical models: multivariate normal distributions, hierarchical models (Bayesian models, mixture distributions), Markov chains.

Monte Carlo methods: Studying models via simulation, Monte Carlo estimates, variance reduction, and applications to statistical learning.Markov Chain Monte Carlo (MCMC) methods: the Metropolis-Hastings method, Convergence of MCMC methods, applications to Bayesian learning.

Resampling methods: bootstrap estimates, applications to machine learning.

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African Center of Excellence in Data Science(ACE-DS)

Head Office:UR College of Business & Economics

E-mail:   aceds@ur.ac.rw

Phone:(+250) 788484421