Stochastic Simulation
Completely redesignedA core third- and fourth-year course on simulation methods, covering exact random-variate generation, Monte Carlo integration and Markov chain Monte Carlo, with worked implementations alongside the notes.
Advanced Simulation Methods
A compact MSc treatment of importance sampling and MCMC, then Kalman and particle filtering.
Advanced Computational Methods in Statistics
From rejection and importance sampling through Langevin Monte Carlo and score-based generative models to particle filters and parameter learning in state-space models.
Probability and Statistics
From direct simulation and importance weighting to Metropolis–Hastings, Langevin dynamics, and Kalman and particle filtering.
Generative Models
A compact PhD-level course on energy-based models, score matching, diffusion models, and variational autoencoders.