Simulation in Practice
49
Workshop Activities
R and Python for Computer Simulation
Preface
Workshop Setup Guide
R on RStudio
Python on VS Code
Quarto and Git on VS Code (Optional)
Introduction
1
Introduction to Simulation
2
Probability Tools for Simulation
3
Workshop Activities
4
R Workshop Solutions
5
Python Workshop Solutions
Statistical Distributions
6
Univariate Distributions
7
Joint Distributions and Dependence
8
Workshop Activities
9
R Workshop Solutions
10
Python Workshop Solutions
Statistical Inference
11
Frequentist Inference
12
Bayesian Inference
13
Workshop Activities
14
R Workshop Solutions
15
Python Workshop Solutions
Univariate Simulation
16
Transforming RVs (Density Approach)
17
Inverse Transform Sampling
18
Acceptance-Rejection Method
19
Workshop Activities
20
R Workshop Solutions
21
Python Workshop Solutions
Multivariate Simulation
22
Transformation of Multiple Random Variables
23
Linear Transformations and the Multivariate Normal
24
Copulas and Simulation of Dependent Variables
25
Workshop Activities
26
R Workshop Solutions
27
Python Workshop Solutions
Stochastic Modelling
28
Stochastic Process
29
Poisson Process
30
Markov Process
31
Workshop Activities
32
R Workshop Solutions
33
Python Workshop Solutions
Time Series Modelling
34
White Noise
35
Autoregressive Model
36
Autocorrelation Function
37
Vector Autoregressive Model
38
Other Time Series Models
39
Workshop Activities
40
R Workshop Solutions
41
Python Workshop Solutions
Monte Carlo Integration & MCMC
42
Monte Carlo Integration
43
Markov Chain Monte Carlo
44
Workshop Activities
45
R Workshop Solutions
46
Python Workshop Solutions
Simulation in Practice
47
Variance Reduction Methods
48
Simulation Optimisation
49
Workshop Activities
Case Studies
50
🦠 Epidemic Modelling
51
🌫️ Air Pollution Monitoring
52
📈 Portfolio Risk Simulation
53
🚗 EV Charging Bays Simulation
54
🚥 Traffic Flow Simulation
55
💡 Estimating Household Energy Savings
Project Information
Simulation in Practice
49
Workshop Activities
49
Workshop Activities
This workshop is dedicated to the revision of the course.
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Simulation Optimisation
Case Studies