At the beginning of this unit we will look at the Stochastic Processes using the Quantum Formalism. This will allow Mathematics and Physics student to be on the same page. Then, we will look at sampling random numbers from a given probability distribution function and at some advanced MCMC methods. The second part of this module will be delivered by Professor Tim Rogers.
Syllabus
Quantum Formalism for Linear Algebra
Quantum Formalism for Markov Chains - part 1
Quantum Formalism for Markov Chains - part 2
Quantum Formalism for Interacting Particle Systems - part 1
Quantum Formalism for Interacting Particle Systems - part 2