MVE251: Probability and Random Processes

Computer Projects

In this course you will get an insight to some of the power of employing numerical techniques to solve problems which lack an analytical solution. The following three projects should be solved. A short report together with the produced Matlab code should be submitted by email to Tomas McKelvey.

The projects

Project 1 - Sampling from a known distribution
Project description Deadline: Friday week 3 (November 16)
Project 2 - Markov Chain Monte Carlo Methods
Project description Deadline: Friday week 5 (November 30)
Project 3 - Gaussian Process Analysis
Project description Deadline: Friday week 7 (December 14)
Good Luck!
Last modified: Mon Oct 15 15:50:22 CEST 2012