Monte Carlo methods in a nutshell: Software and resources

Monte Carlo methods in a nutshell:

Software solutions to practicals

Problem sheet:

PDF of problem sheet

Matlab scripts:

Solution to MC integration problem

Solution to cannonball problem

Solution to nested grid search problem

Python scripts and data:

Contributed solution scripts for problems 1-3

Solution python script for Lottery problem

Problems 5 and 6 require the ilab software library rjmcmc for probabilistic sampling. This can be downloaded here. Please note that it is important to download the correct version depending on whether you are on a MAC, Windows PC or have a native Linux box. For Windows there are two different binaries depending on whether you have installed Enthought or just Python. For queries regarding python installation in general see Paul Davidson (ANU staff and students), and for GA people your local IT (?). For queries specific to installation of the rjmcmc library see Rhys Hawkins.

Tutorial instructions for Bayesian regression problem 5

Data file for problem 5

Solution script for problem 5: ch1_loading.py

Solution script for problem 5: ch2_analyse.py

Solution script for problem 5: ch3_orderanalysis.py

Solution script for problem 5: ch4_confidence.py

Tutorial instructions for Bayesian regression problem 6

Data file for problem 6

Solution script for problem 6: ch1_loading.py

Solution script for problem 6: ch2_analyse.py

Solution script for problem 6: ch3_orderanalysis.py

Solution script for problem 6: ch4_confidence.py

Tutorials:

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