Slides
Notes
- Expectations and the Law of Large Numbers
- Sampling and the Central Limit Theorem
- Basic Monte Carlo
- Integration with Monte Carlo
- LLN and CLT in Practice and Simulation (still to come)
Readings
- Shalizi 5.1, 5.2.1, 5.2.2, 5.4
- Bayesian Methods for Hackers, Chapter 4, upto the heading “The Disorder of Small numbers”