IEDA 4130. System SimulationNian Si, HKUST, Spring 2025Course DescriptionSimulation builds a bridge between the actual world and mathematical models whose analysis is tractable. With the continuing improvement of processor speed, it enables us to model phenomena as faithfully as possible, so that we can rely on a simulation study to understand a real phenomenon. This course will cover basic simulation techniques, such as generating random variables and simulating processes. By repeatedly generating samples from a model, students will learn how to obtain estimators of desired quantities of interest, as well as a variety of ways to improve on the usual simulation estimators.Course Websitehttps://canvas.ust.hk |