Course: 580SM - STOCHASTIC MODELLING AND SIMULATION 2019

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 Streamed: Introduction - part I
  
  Streamed: Introduction - part I URL
- Select activity Streamed: Introduction - part II
  
  Streamed: Introduction - part II URL
- Select activity Streamed: Introduction part III
  
  Streamed: Introduction part III URL
- Select activity Recorded: introduction to complex systems
  
  Recorded: introduction to complex systems URL
- Select activity Recorded: introduction to modelling
  
  Recorded: introduction to modelling URL
- Select activity Slides: Introduction
  
  Slides: Introduction File PDF
- Select activity Blackboard: SIR model
  
  Blackboard: SIR model File PDF
- Select activity Book - Brauer et al - Mathematical Epidemiology
  
  Book - Brauer et al - Mathematical Epidemiology File PDF
- Select activity Further reading: Computational Science and Engineering
  
  Further reading: Computational Science and Engineering URL
- Select activity Coronavirus: world data
  
  Coronavirus: world data URL
- Select activity Coronavirus: Italian Data
  
  Coronavirus: Italian Data URL
Select section Python for Scientific Computing

Python for Scientific Computing
- Select activity Instructions: Installing Python
  
  Instructions: Installing Python Page
- Select activity Getting Started with Python
  
  Getting Started with Python File PDF
- Select activity Git repo: Introduction to Python for Scientific Computing
  
  Git repo: Introduction to Python for Scientific Computing URL
- Select activity Exercise sheet: Python.
  
  Exercise sheet: Python. File ZIP
- Select activity Video: Introduction to Python (2019)
  
  Video: Introduction to Python (2019) URL
- Select activity Video: Introduction to Numpy (2019)
  
  Video: Introduction to Numpy (2019) URL
- Select activity Book: Numerical Python
  
  Book: Numerical Python File PDF
Select section Introduction to probability

Introduction to probability
- Select activity Link to recorded lectures
  
  Link to recorded lectures Page
- Select activity Exercise sheet: introduction to probability
  
  Exercise sheet: introduction to probability File PDF
- Select activity Submission of exercise sheet (deadline: March 23)
  
  Submission of exercise sheet (deadline: March 23) Assignment
Select section Sampling Random Variates

Sampling Random Variates
- Select activity Recorded Lectures
  
  Recorded Lectures Page
- Select activity Blackboard: sampling
  
  Blackboard: sampling File PDF
- Select activity Sampling lab and exercises - video instructions
  
  Sampling lab and exercises - video instructions Page
- Select activity Exercise notebook: sampling
  
  Exercise notebook: sampling File ZIP
- Select activity Submission of exercise notebook (by March 30)
  
  Submission of exercise notebook (by March 30) Assignment
- Select activity Solution of Lab1: Sampling
  
  Solution of Lab1: Sampling File PDF
Select section Discrete Time Markov Chains

Discrete Time Markov Chains
- Select activity Recorded Lectures: DTMC
  
  Recorded Lectures: DTMC Page
- Select activity Slides: Discrete Time Markov Chains
  
  Slides: Discrete Time Markov Chains File PDF
- Select activity Blackboard: DTMC
  
  Blackboard: DTMC File PDF
- 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 Recorded videos: lab
  
  Recorded videos: lab Page
- Select activity DTMC python exercise notebook
  
  DTMC python exercise notebook File ZIP
- Select activity DTMC exercise sheet
  
  DTMC exercise sheet File PDF
- Select activity Submission of exercise sheet and notebook (by April 6)
  
  Submission of exercise sheet and notebook (by April 6) Assignment
- Select activity Solution of Lab2, part 1: DTMC
  
  Solution of Lab2, part 1: DTMC File PDF
Select section Analysis of simulations

Analysis of simulations
- Select activity Recorded Lectures: analysis of simulation
  
  Recorded Lectures: analysis of simulation Page
- Select activity Blackboard: statistical analysis of simulation
  
  Blackboard: statistical analysis of simulation File PDF
- Select activity Slides: batch means
  
  Slides: batch means File PDF
- Select activity Recorded videos: DTMC lab and analysis of simulation
  
  Recorded videos: DTMC lab and analysis of simulation Page
- Select activity DTMC and analysis of simulation exercise sheet
  
  DTMC and analysis of simulation exercise sheet File ZIP
- Select activity Submission of simulation exercise sheet, by April 19
  
  Submission of simulation exercise sheet, by April 19 Assignment
- Select activity Solution of Lab2, part 2: DTMC simulation
  
  Solution of Lab2, part 2: DTMC simulation File PDF
Select section Markov Chain Monte Carlo

Markov Chain Monte Carlo
- Select activity Recorded lectures: MCMC
  
  Recorded lectures: MCMC Page
- Select activity Blackboard: MCMC
  
  Blackboard: MCMC File PDF
- Select activity Reading: Hamiltonian MC and no-U-turn sampling
  
  Reading: Hamiltonian MC and no-U-turn sampling File PDF
- Select activity Book: Gelman et al - Bayesian Data Analysis, 3rd edition
  
  Book: Gelman et al - Bayesian Data Analysis, 3rd edition File PDF
- Select activity Recorded videos: MCMC lab
  
  Recorded videos: MCMC lab Page
- Select activity MCMC exercise sheet
  
  MCMC exercise sheet File ZIP
- Select activity Exercises MCMC: submission by April 28
  
  Exercises MCMC: submission by April 28 Assignment
- Select activity Solution of Lab3: MCMC
  
  Solution of Lab3: MCMC File PDF
Select section Continuous Time Markov Chains

Continuous Time Markov Chains
- Select activity Recorded lectures
  
  Recorded lectures Page
- Select activity Blackboard: CTMC
  
  Blackboard: CTMC File PDF
- Select activity Slides: CTMC
  
  Slides: CTMC File PDF
Select section Population CTMC and Discrete Event Simulation

Population CTMC and Discrete Event Simulation
- Select activity Recorded Lectures: PCTMC
  
  Recorded Lectures: PCTMC Page
- Select activity Slides: PCTMC
  
  Slides: PCTMC File PDF
- Select activity Recorded Lectures: Discrete-Event Simulation
  
  Recorded Lectures: Discrete-Event Simulation Page
- Select activity Blackboard: PCTMC and DES
  
  Blackboard: PCTMC and DES File PDF
- 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 Recorded videos: lab
  
  Recorded videos: lab Page
- Select activity Lab: notebooks
  
  Lab: notebooks File ZIP
- Select activity CTMC lab: submission by May 5
  
  CTMC lab: submission by May 5 Assignment
- Select activity Solution of Lab 4: CTMC + PCTMC
  
  Solution of Lab 4: CTMC + PCTMC File PDF
Select section Stochastic Approximation

Stochastic Approximation
- Select activity Recorded Lectures
  
  Recorded Lectures Page
- Select activity Blackboard: stochastic approximation
  
  Blackboard: stochastic approximation File PDF
- 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 Material
  
  Material
- Select activity Gardiner - Handobook of Stochastic Processes
  
  Gardiner - Handobook of Stochastic Processes File
- 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 Grima: extended linear noise
  
  Grima: extended linear noise File PDF
- Select activity Solution of Lab 5: Stochastic Approximation
  
  Solution of Lab 5: Stochastic Approximation File PDF
Select section Parameter Estimation

Parameter Estimation
- Select activity Recoded Lectures: parameter estimation
  
  Recoded Lectures: parameter estimation Page
- Select activity Blackboard: parameter estimation
  
  Blackboard: parameter estimation File PDF
- Select activity Recorded Lab: stochastic approximation and parameter estimation
  
  Recorded Lab: stochastic approximation and parameter estimation Page
- Select activity Lab files: stochastic approximation and parameter estimation
  
  Lab files: stochastic approximation and parameter estimation ZIP
- Select activity Lab: submission by May 19
  
  Lab: submission by May 19 Assignment
- 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
- Select activity Solution of Lab 5: Parameter Estimation
  
  Solution of Lab 5: Parameter Estimation File PDF
Select section Network dynamics

Network dynamics
- Select activity Recorded Lectures: network dynamics
  
  Recorded Lectures: network dynamics Page
- Select activity Blackboard: Network Dynamics
  
  Blackboard: Network Dynamics File PDF
- Select activity Book: Dynamical Processes on Networks
  
  Book: Dynamical Processes on Networks File PDF
Select section Modelling in Systems Biology (bonus track)

Modelling in Systems Biology (bonus track)
- 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