Semester.ly

Johns Hopkins University | EN.553.764

Modeling, Simulation, and Monte Carlo

3.0

credits

Average Course Rating

(4.24)

Concepts and statistical techniques critical to constructing and analyzing effective simulations; emphasis on generic principles rather than specific applications. Topics include model building (bias-variance tradeoff, model selection,, Fisher information), benefits and drawbacks of simulation modeling, random number generation, simulation-based optimization, discrete multiple comparisons using simulations, Markov chain Monte Carlo (MCMC), and input selection using optimal experimental design.

Spring 2023

Professor: James Spall

(4.24)