Computational-Methods-in-Stochatics

Course Repository for "Computational Methods in Stochastics" at AALTO Univeristy in Helsinki CS-E5795. In this repository are presented 7 assignements of the course which regrad the following topics:

1. Simulating standard probability distributions.

2. Methods of simulating 'non-standard' distributions. Logarithmic binning.

3. Markov processes and stochastic models.

4. Monte Carlo (MC) method and Metropolis sampling.

5. Markov Chain Monte Carlo (MCMC) method; Gibbs and Metropolis-Hastings sampling.

6. Hamiltonian/Hybrid Monte Carlo (HMC) method.