We may attempt to live stream, the live in-person sessions.
Please note that it is UCL’s expectation that students attend in-person.
The Zoom link is available here. Not all sessions will
be recorded or streamed. The recording links will be available on
- First meeting: introductions, module outline and mechanics
- We discussed the basics of rejection sampling
- We proved the weak law of large numbers and discussed various forms
- This meeting was recorded can the link to access this is available
only on Moodle
- We discussed the homework from last week and introduced the concept
We discussed the relation between uniform random variables, coin
flips, and the inverse transform method.
We discussed coupling in more detail and its relation with the
total variational distance.
We introduced Markov chains, and the key assumption of them being
aperiodic and irreducible
- We discussed ICA1 expectations and guidelines.
- We discussed and coded a simple voting model. More in-depth
information and background can be found here or here.
- We discussed expectations for ICA1
- We reviewed the worksheets on MCMC and Voroni cells
- We introduced a renewal-type argument for Markov chains
- We reviewed convolutions and introduced some ideas in renewal
theory, including Excessive life and stationary increments
- We discussed the two versions of Little’s theorem.
- We released ICA2
- We discussed solutions to ICA1 (solutions on Moodle only)
- We went over some key results for \(M/M/1\) queues
- ICA1: Released 03/11/2023; Due 17/11/2023
- ICA2: Released 08/12/2023; Due 01/03/2024
- ICA3: Released 15/12/2022; Due 09/02/2024
Version: 04 December 2023