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Tentative list of topics for the simulation section of the course (March-May)

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Basics of random variable generation (1)
Classical Monte Carlo: Rejection sampling, Importance sampling, Ratio of Uniforms (2)
Markov chain Monte Carlo (MCMC): Metropolis-Hastings algorithm (incl. Gibbs sampling) (2-3)
Monte Carlo standard error and convergence assessment (2)
Monte Carlo for maximum likelihood estimation(1)

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