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Projects from FMSN50 - Monte Carlo methods for stochastic inference course, https://kurser.lth.se/lot/course-syllabus/21_22/FMSN50

License: MIT License

MATLAB 100.00%

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FMSN50

Projects from FMSN50 - Monte Carlo methods for stochastic inference course, https://kurser.lth.se/lot/course-syllabus/21_22/FMSN50

The projects were done by me and Felix.

The first project, HA1, deals with simulation and Monte Carlo integration. The implementation contains methods such as crude Monte Carlo, importance sampling, antithetic sampling, control variate. The goal is to analyze the power production of a wind turbine, respectively the combined power production of two wind turbines.

The second project, HA2, deals with sequential Monte Carlo methods. SIS and SISR algorithms are implemented in order to estimate the number of self-avoiding walks.

The third project, HA3, deals with Markov Chain Monte Carlo methods and Bayesian inference. The goal is to analyze coal mine disasters in Great Britain between 1658 and 1980 using a hybrid MCMC algorithm. In the second part of the project parametric bootstrap is implemented in order to analyze a 100-year Atlantic wave.

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