Planning

[tommyod]

[tommyod]

Disposition

Introduction

• What is PDF, what is sampling
• Transformation of a PDF, e.g. distribution of sqrt(x) when x ~ uniform()

Monte Carlo Simulation

• Cannonball - use equations, show how if we are a bit unsure of the angle and the velocity of cannon, the result changes accordingly, more eqns
• Mutual fund saving - assume some variance in return of stocks, show results
• Cost estimation - @KnutUH provides example?

Resampling

• Mutual funds revisited - use historical returns and resample them
• Money spent on groceries per month
• Correlation coefficients - resample data set to show distribution of correlations

Permutations

• Two groups with labels, is there a significant difference in means

Stochastic optimization

• Randomized search - try, evaluate, retry
• Simulated annealing
• Simulated annealing with weighted sampling

Exploration vs. exploitation

• Thompson sampling link

Inverse probability and inverse problems

• The bayesian problem
• Data assimilation

[KnutUH]

Property test