Monte Carlo methods
TELECOM ParisTech
MDI 391

November 2011
Lesson 2 :
Control Variates Slides.pdf
Stratified Sampling Slides.pdf

Lesson 3 :
Importance Sampling
Exercise : preparation of the lab III

Monte Carlo methods at LTCI Slides.pdf
March 2011
Lesson 2 :
Control Variates Slides.pdf
Stratified Sampling Slides.pdf

Lab 2 : Simulation of random variables

November 2010
Lab 2 : Simulation of random variables
March 2010
Lesson 1 :
Control Variates
Stratified Sampling
Slides: Slides_RedVar.pdf
Exercises : TD_RedVar1.pdf

Lesson 2 :
Importance Sampling
Slides : slides.pdf
Exercises : TD_RedVar2.pdf

Lab :  Ruin Probabilities
Text : TP_RedVar.pdf
Functions : f1.m    f2.m