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Simulation Reading Group

Tuesdays 3pm-4pm during term time in C1.06.

About: Group of around 5-10 people who meet weekly to read and discuss core texts in simulation:

Organiser: Murray Pollock

Website URL: www.warwick.ac.uk/mpollock/devroye

2016/17 Term 3:

  • Week 1 - 25th April - Divakar Kumar - Dev.XI (Multivariate Distributions)
  • Week 2 - 2nd May - TBC
  • Week 3 - 9th May - TBC
  • Week 4 - 16th May - TBC
  • Week 5 - 23rd May - TBC
  • Week 6 - 30th May - TBC
  • Week 7 - 6th June - TBC
  • Week 8 - 13th June - TBC
  • Week 9 - 20th June - TBC
  • Week 10 - 27th June - TBC

2016/17 Term 2:

  • Week 1 - 10th January - Divakar Kumar - Dev.VI.2 (Hazard Rates).
  • Week 2 - 17th January - Nick Tawn - Dev.VII.1-VII.2 (Black Box Methods - Log-concave densities / Inequalities for families of densities).
  • Week 3 - 24th January - Nick Tawn - Dev.VII.1-VII.2 (Black Box Methods - Log-concave densities / Inequalities for families of densities).
  • Week 4 - 31st January - Cancelled
  • Week 5 - 7th February - Nick Tawn - Dev.VII.1-VII.2 (Black Box Methods - Log-concave densities / Inequalities for families of densities).
  • Week 6 - 14th February - Murray Pollock - Dev.VII.3-VII.4 (Inequalities for Densities - The Inversion-Rejection Method)
  • Week 7 - 21st February - Murray Pollock - Dev.VIII (Table Methods for Continuous Random Variables
  • Week 8 - 28th February - Cyril Chimisov - Dev.IX (Continuous Univariate Denisites)
  • Week 9 - 7th March - Adam Johansen - Dev.X (Discrete Univariate Distributions)
  • Week 10 - 14th March - Cancelled

2016/17 Term 1:

  • Week 1 - 4th October - Cancelled
  • Week 2 - 11th October - Setting the term plan
  • Week 3 - 18th October - Brief Review - Dev.III.4 (The Alias Method), IV.2 (Monahan's Generalisation), IV.6.1 (Khinchines Method).
  • Week 4 - 25th October - Christian Robert - Dev.IV.7 (Ratio-of-Uniforms Method).
  • Week 5 - 1st November - Cyril Chimisov - Dev.V.1-V.2 (Uniform and Exponential Spacings).
  • Week 6 - 8th November - Cyril Chimisov - Dev.V.3 (Generating Ordered Samples).
  • Week 7 - 15th November - Marcin Mider - Dev.V.4 (The Polar Method).
  • Week 8 - 22nd November - Divakar Kumar - Dev.VI.1 (The Poisson Process)
  • Week 9 - 29th November - Marcin Mider - Dev.V.4 (The Polar Method).
  • Week 10 - 6th December - Divakar Kumar - Dev.VI.1 (The Poisson Process)

2015/16 Term 3:

  • Week 1 - 29th April - David Selby / Paul Jenkins - Dev.IV.2.3-IV.3 (Monahan's generalisation / Almost-Exact Inversion)
  • Week 2 - 6th May - Paul Jenkins - Dev.IV.4 (Many-to-one Transformations)
  • Week 3 - 13th May - Murray Pollock - Dev.IV.5 (The Series Method)
  • Week 4 - 20th May - Cancelled
  • Week 5 - 27th May - Adam Johansen -Dev. IV.6.1-IV.6.2 (Khinchines Method)
  • Week 6 - 3rd June - Adam Johansen - Dev.IV6.2-IV.6.3 (Khinchines Method / Inverse of f method)
  • Week 7 - 10th June - Divakar Kumar - Dev.IV.6.4 (Convex Densities)
  • Week 8 - 17th June - Divakar Kumar - Dev.IV.6.5-IV.6.6 (Recursive methods / Stable distributions)
  • Week 9 - 24th June - Cancelled (co-incides with i-like workshop)
  • Week 10 - 1st July - Cancelled (co-incides with exam boards)

2015/16 Term 2:

  • Week 1 - 15th January - Murray Pollock - Setting the term plan.
  • Week 2 - 22nd January - Murray Pollock - Dev.II.1-II.2 (General Principles Introduction / The Inversion Method)
  • Week 3 - 29th January - Murray Pollock - Dev.II.3 (Rejection Method)
  • Week 4 - 5th February - Adam Johansen - Dev.II.4 (Decomposition Method)
  • Week 5 - 12th February - Adam Johansen - Dev.II.5 (Acceptance/Complement Method) / Divakar Kumar - III.1 (Discrete Random Variates Introduction)
  • Week 6 - 19th February - Divakar Kumar - Dev.III.2 (The Inversion Method)
  • Week 7 - 26th February - Divakar Kumar - Dev.III.2-III.3 (The Inversion Method / Table Look-Up Methods)
  • Week 8 - 4th March - Cyril Chimisov - Dev.III.4-III.5 (The Alias Method / Other General Principles)
  • Week 9 - 11th March - Cyril Chimisov - Dev.IV.1-IV.2.2 (Forsythe-von-Neumann)
  • Week 10 - 18th March - Cancelled