Stochastic systems module outline

Terry Soo

Fall 2023

Where and when

This module has a face-to-face in-person live session running Mondays 14:00 - 16:00


This module will assume some experience with the basics of probability and statistics, and Markov chains from UCL Stat0007. We will make extensive use the software program R and Python. No prior experience with Python will be assumed, and usually you will be offered a choice between R or Python.

Course content

Formal assessments

We will have 3 ICAs. Pay no attention to the ordering of ICA 2 and ICA 3.

The first ICA (30 %) will be a regular assignment given around the middle of the term to make sure we have learned the basics.

The third ICA (30 %) will be centered around more involved problems that will require a synthesis of ideas from throughout the module. This may be done in groups. Due in 2024

The second ICA (40 %) will be a group project based using the knowledge learned throughout the course. Due in 2024. Some examples include:

The ICAs will have a coding component that would need to be done in R or Python. Assignments are to be typeset, in a favour of Markdown/Latex, using RMarkdown (or Quatro) or Juptyer notebook.

Informal assessments and feedback

Throughout the module students will have the chance to work on various exercises that will test and build their understanding of the material.

Module delivery

As per UCL guidance, on accessibility, most materials will be provided in html format. Source files will usually be made available, and it is possible to generate pdf files from these source files; another way to generate pdf is to as a print-as-pdf option.

Additional resources

All of the teaching materials from Fall 2022, Fall 2021, and Fall 2020 are available online.


Version: 03 November 2023