Course: 580SM - STOCHASTIC MODELLING AND SIMULATION 2018

Section outline

Select section Stochastic Modelling and Simulation

Stochastic Modelling and Simulation

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Welcome to the Moodle page of Stochastic Modelling and Simulation.
The course is organised in topics. In each block you will find:
Slides/whiteboards of the lectures
Didactic material: books, papers, ...
Lab material: code, libraries, ...
Links to lecture videos.
- Select activity Annunci
  
  Annunci Forum
- Select activity News
  
  News Forum
- Select activity Discussion
  
  Discussion Forum
  
  Discussion forum. Anybody can start new topics.
Select section Introduction

Introduction
- Select activity Slides: Introduction
  
  Slides: Introduction File PDF
- Select activity Video: Introduction - I
  
  Video: Introduction - I URL
- Select activity Video: Introduction to modelling and to Python
  
  Video: Introduction to modelling and to Python URL
- Select activity Further reading: Computational Science and Engineering
  
  Further reading: Computational Science and Engineering URL
Select section Python for Scientific Computing

Python for Scientific Computing
- Select activity Instructions: Installing Python
  
  Instructions: Installing Python Page
- Select activity Files: Introduction to Python for Scientific Computing
  
  Files: Introduction to Python for Scientific Computing URL
- Select activity Video: Introduction to Numpy
  
  Video: Introduction to Numpy URL
- Select activity Book: Numerical Python
  
  Book: Numerical Python File PDF
Select section Sampling Random Variates

Sampling Random Variates
- Select activity Video: Introduction to Probabilities
  
  Video: Introduction to Probabilities URL
- Select activity Video: Pseudo Random Number Generation
  
  Video: Pseudo Random Number Generation URL
- Select activity Video: Inversion Method
  
  Video: Inversion Method URL
- Select activity Video: Box Muller transform and ancestral sampling
  
  Video: Box Muller transform and ancestral sampling URL
- Select activity Video: rejection sampling
  
  Video: rejection sampling URL
- Select activity Sampling_lab
  
  Sampling_lab File ZIP
Select section Discrete Time Markov Chains

Discrete Time Markov Chains
- Select activity Slides: Discrete Time Markov Chains
  
  Slides: Discrete Time Markov Chains File PDF
- Select activity Video: Introduction to Discrete Time Markov Chains
  
  Video: Introduction to Discrete Time Markov Chains URL
- Select activity Video: DTMC transient and reachability probabilities
  
  Video: DTMC transient and reachability probabilities URL
- Select activity Video: Steady state distribution and simulation of DTMC
  
  Video: Steady state distribution and simulation of DTMC URL
- Select activity Book: Durrett - Essentials of Stochastic Processes
  
  Book: Durrett - Essentials of Stochastic Processes File PDF
- Select activity Book: Norris - Markov Chains
  
  Book: Norris - Markov Chains File PDF
- Select activity DTMC_lab
  
  DTMC_lab File ZIP
Select section Markov Chain Monte Carlo and analysis of simulations

Markov Chain Monte Carlo and analysis of simulations
- Select activity Video: Statistical Analysis of Simulation
  
  Video: Statistical Analysis of Simulation URL
- Select activity Video: confidence intervals (correct version)
  
  Video: confidence intervals (correct version) URL
- Select activity Video: Bayesian Analysis of Behavioural Properties
  
  Video: Bayesian Analysis of Behavioural Properties URL
- Select activity Video: MCMC
  
  Video: MCMC URL
- Select activity Video: MCMC and batch means
  
  Video: MCMC and batch means URL
- Select activity Reading: MCMC intro
  
  Reading: MCMC intro File PDF
- Select activity Reading: Hamiltonian MC and no-U-turn sampling
  
  Reading: Hamiltonian MC and no-U-turn sampling File PDF
Select section Continuous Time Markov Chains and Population CTMC

Continuous Time Markov Chains and Population CTMC
- Select activity Slides: CTMC
  
  Slides: CTMC File PDF
- Select activity Video: Exponential distribution
  
  Video: Exponential distribution URL
- Select activity Video: Intro to CTMC
  
  Video: Intro to CTMC URL
- Select activity Video: CTMC uniformization
  
  Video: CTMC uniformization URL
- Select activity Video: Population CTMCs
  
  Video: Population CTMCs URL
- Select activity Video: simulation of PCTMC
  
  Video: simulation of PCTMC URL
- Select activity A survey on simulation of chemical reaction networks
  
  A survey on simulation of chemical reaction networks File PDF
- Select activity Gillespie - SSA
  
  Gillespie - SSA File PDF
- Select activity Gibson Bruck
  
  Gibson Bruck File PDF
- Select activity Tau Leaping
  
  Tau Leaping File PDF
- Select activity CTMC_lab
  
  CTMC_lab File ZIP
- Select activity PCTMC_lab
  
  PCTMC_lab File ZIP
Select section Modelling in Systems Biology

Modelling in Systems Biology
- Select activity Slides: Introduction to Computational Systems Biology
  
  Slides: Introduction to Computational Systems Biology File PDF
- Select activity Video: Introduction to computational systems biology
  
  Video: Introduction to computational systems biology URL
- Select activity Wilkinson - Stochastic Modelling in Systems Biology
  
  Wilkinson - Stochastic Modelling in Systems Biology File PDF
Select section Stochastic Approximation

Stochastic Approximation
- Select activity Slides: mean field approximation
  
  Slides: mean field approximation File PDF
- Select activity Slides: moment closure and linear noise approximation
  
  Slides: moment closure and linear noise approximation File PDF
- Select activity Video: mean field approximation
  
  Video: mean field approximation URL
- Select activity Video: moment closure and linear noise approximation
  
  Video: moment closure and linear noise approximation URL
- Select activity Darling Norris - Differential equation approximations for Markov chains
  
  Darling Norris - Differential equation approximations for Markov chains File PDF
- Select activity Tutorial on mean field
  
  Tutorial on mean field File PDF
- Select activity Hybrid mean field
  
  Hybrid mean field File PDF
- Select activity Gardiner - Handobook of Stochastic Processes
  
  Gardiner - Handobook of Stochastic Processes File
Select section Parameter Estimation

Parameter Estimation
- Select activity Video: parameter estimation
  
  Video: parameter estimation URL
- Select activity Reading material
  
  Reading material
- Select activity Reinker - Parameter Estimation
  
  Reinker - Parameter Estimation File PDF
- Select activity *Stumpf - ABC for Parameter Inference
  
  *Stumpf - ABC for Parameter Inference File PDF
- Select activity *Lygeros - Moment-based parameter inference
  
  *Lygeros - Moment-based parameter inference File PDF
- Select activity Sanguinetti - Variational Inference for CTMC
  
  Sanguinetti - Variational Inference for CTMC File PDF
- Select activity Wolf - Numerical Parameter Estimation
  
  Wolf - Numerical Parameter Estimation File PDF