Monte Carlo Methods and Applications

CMU 21-387, 15-327, 15-627, 15-860. Fall 2024

Course Information

The full course website is https://gi1242.codeberg.page/cmu-math-cs-mcm/. This page only contains homework and solutions for the first half of the course.

Lecture Notes

• Brief Notes. (These only contain statements of important results from the blackboard lectures by Gautam; explanations, motivation and proofs will be done in class and are not in these notes.)

• Brief Notes (2023). (This is roughly what I covered in half the 2023 version of this course.)

Homework

Homework is due every Tuesday at 11:30AM (morning) on Gradescope. (Use the invitation code listed here if you’re not signed up). Please read the late homework policy before contacting us about extensions

• Assignment 1, due 2024-09-03 (brief solutions, and detailed solutions by Thomas)
• Assignment 2, due 2024-09-10 (brief solutions).
• Assignment 3, due 2024-09-17 (brief solutions).
• Assignment 4, due 2024-09-24 (brief solutions).
• Assignment 5, due 2024-10-01 (brief solutions).
• Midterm, due 2024-10-08 (brief solutions).