Monte Carlo methods
7.5 creditsMonte Carlo methods turn randomness into a computational tool. When a problem is too complex to be solved exactly, one can instead simulate many “possible worlds” and use the results to say something about what is expected to happen on average. In this course, you learn the probability-theoretic ideas that make these methods reliable, how to reformulate deterministic problems in probabilistic terms, and the core algorithms underlying simulation. You work with techniques for generating random variables from many types of distributions, simulating more complex stochastic models, and making simulations far more efficient through variance reduction (e.g., control variates, importance sampling, stratification, and Latin hypercube sampling). The course also introduces Metropolis–Hastings and Gibbs sampling in order to draw samples from complicated high-dimensional distributions.
Växjö – the student city with a vibrant campus
Just south of Växjö city centre lies Campus Växjö. Many students choose to live on campus.
Here you have friends, restaurants, lecture halls, gyms, a supermarket, the university library, outdoor recreation areas, and student pubs – all within a five-minute walk. You can also live in other parts of Växjö and easily reach the university by bike or bus.
With nearly 100 000 inhabitants, Växjö is one of Sweden’s fastest-growing cities. It has a strong Småland entrepreneurial spirit and a diverse business sector – perfect when you’re looking for a placement, an internship, or a job.
Växjö is also a scenic city, where you’re always close to forests and lakes, and it offers plenty of events and experiences, ranging from music and food to sports.
Build your own degree
Did you know that you can combine single-subject courses to build your own degree? In this way, you can design your own degree based on your interests and the career you are aiming for. This does not apply to all courses so make sure to check with a study counsellor at the faculty. Learn more about how you can build your own degree and become unique on the labour market.