ST 441/541 - F 26
Syllabus
Much of the material for this course was created by Yuan Jiang. I’ve just transcribed typed up much of the material. Where I’ve added my own, I’ve noted it.
Instructor Info
| Role | Name | Office hours | Contact |
|---|---|---|---|
| Instructor | Rob Trangucci | Tues/Thurs 11:30a-12:30p WNGR 207 | rob.trangucci@oregonstate.edu |
| GTA | Evan Flint | TBD | flinte@oregonstate.edu |
Class meetings
| Activity | Days | Time | Room |
|---|---|---|---|
| Lecture | TR | 10a-11:20a | LINC 303 |
| Lab | F | 2p-2:50p | WNGR 287 |
Course Credits
This course combines approximately 120 hours of instruction, laboratory, outside of class work, and assignments for 4 credits.
Prerequisites
A minimum grade of D- is required in ST 422 or ST 522.
Learning Resources
Textbooks:
- Ross, S. M. (2013). Simulation. Elsevier Science. (E-book available through OSU library, Chapters 3–5, 8, and 9).
- Owens, Art (2018). Monte Carlo theory, methods and examples. Free online textbook, Chapters 1, 2, 8, 9, 11, 12).
- Robert, C and Casella, G (2004). Monte Carlo Statistical Methods. Springer. (E-book available through OSU library, Chapters 1–6).
- Givens, G. H. & Hoeting, J. A. (2012). Computational Statistics. John Wiley & Sons. (E-book available through OSU library, Chapters 2, 4, 7, and 9).
Canvas:
All other learning materials are available on the course Canvas website.
Course Description
- OSU Academic Catalog: Review of probability, including univariate distributions and limit theorems. Random-number generation and simulation of statistical distributions. Bootstrap estimates of standard error. Variance reduction techniques. Emphasis on the use of computation in statistics using the S-Plus or MATLAB programming language.
- We will use R instead of S-Plus or MATLAB as the major programming language.
Course Content
Monte Carlo methods, variance reduction techniques, optimization algorithms, bootstrapping
Rough schedule and readings
| Lecture | Date | Topic | Reading | Assignments |
|---|---|---|---|---|
| 1 | 9/24/2026 | Introduction to Computation in statistics/Simple Monte Carlo | Chapter 2, Owen, Chapter 3, Ross | NA |
| 2 | 9/29/2026 | Simulation | Chapter 3, Owen, Chapter 4-5 Ross | NA |
| 3 | 10/1/2026 | Simulation | Chapter 4, Owen, Chapter 4-5 Ross, Chapter 3 R&C | NA |
| 4 | 10/6/2026 | Simulation | Chapter 4, Owen, Chapter 4-5 Ross, Chapter 2 R&C | HW 1 |
| 5 | 10/8/2026 | Importance sampling | Chapter 9, Owen, Chapter 3-4, R&C | NA |
| 6 | 10/13/2026 | Importance sampling | Chapter 9, Owen/Ross, Chapters 3 R&C | NA |
| 7 | 10/15/2026 | Improtance Sampling | Chapter 8, Owen/Ross, Chapters 4 R&C | HW 2 |
| 8 | 10/20/2026 | Variance reduction | Chapter 8, Owen/Ross, Chapters 4 R&C | HW 2 |
| 9 | 10/22/2026 | Variance reduction | Chapter 6 R&C | NA |
| 10 | 10/27/2026 | Markov Chains | Chapter 7 R&C | NA |
| 11 | 10/29/2026 | Gibbs Sampling | Chapter 12 Owen | NA |
| 12 | 10/29/2026 | Metropolis Hastings | Chapter 12 Owen | NA |
| 13 | 11/5/2026 | Midterm | NA | NA |
| 14 | 11/10/2026 | Univariate Optimization | Ch. 2 G& H | NA |
| 15 | 11/12/2026 | Multivariate Optimization | Ch. 2 G& H | NA |
| 16 | 11/17/2026 | Multivariate optimization | Ch. 2 G& H | NA |
| 17 | 11/19/2026 | Conjugate gradient | Painless conjugate gradient | NA |
| 18 | 11/24/2026 | EM More EM | Chapter 4 G& H | NA |
| 19 | 11/26/2026 | Bootstrap I | Ch. 9 G& H | NA |
| 20 | 12/1/2026 | Presentations | NA | NA |
| 21 | 12/3/2026 | Presentations | NA | NA |
Labs
| Lab | Date | Content |
|---|---|---|
| 1 | 10/2/2026 | Simple Monte Carlo and Gaussian processes |
| 2 | 10/16/2026 | MCSE and Importance Sampling |
| 2 | 10/23/2026 | Mixture importance sampling |
Learning Outcomes
- Students will be able to recognize the statistical theory behind statistical simulation and computation.
- Students will be able to apply the methods and software to perform statistical simulation and computation.
Homework
- Homework will be assigned on a regular basis. Unless otherwise noted, these are to be handed in and will be graded.
- The due dates for the homework assignments can be found under the Assignments section on Canvas.
- Late homework will not be accepted except in very rare situations where a student has a legitimate reason and has informed the instructor early enough for a special arrangement.
- ST 541 students will have an extra problem in each homework assignment.
Examination/Project
- There will be one midterm exam and one final take-home project.
- No makeup exam or project is allowed except in very rare situations where a student has a legitimate reason and has informed the instructor early enough for a special arrangement.
Grading
- 40% on the homework, 30% on the midterm exam, and 30% on the final project.
- Letter grade assignment: A (93-100), A- (90-92), B+ (86-89), B (80-85), B- (73-79), C+ (66-72), C (60-65), C- or lower (0-59).
- Appropriate curved grading might be used to assign letter grades depending on the performance of the whole class.
- A student may request that an incomplete (for a course that has not been completed) be granted by an instructor, if the reasons for the incomplete are acceptable to the instructor, and the student is passing the course at the time of the request. Please refer to https://registrar.oregonstate.edu/incomplete-grade-policy for more information.
Generative AI (GenAI)
For this course, you must be the sole author of all work. You may use GenAI in some minor ways. For example, unless otherwise specified in the assignment, you may use GenAI to
- brainstorm and refine your ideas,
- find information on your topic,
- draft an outline to organize your thoughts,
- check grammar and refine your writing.
You may NOT use GenAI to
- write a draft of a homework solution,
- write a draft of R programs,
- generate entire sentences, paragraphs, or reports,
- generate entire presentation slides.
Please contact the instructor if you have questions about specific GenAI tools and the allowable usage of GenAI tools in this course so that, together, we can ensure that we are using these tools in productive and ethical ways.
University-wide Course Statements
Academic Calendar
All students are subject to the registration and refund deadlines as stated in the Academic Calendar: https://registrar.oregonstate.edu/osu-academic-calendar.
Statement Regarding Students with Disabilities
Accommodations for students with disabilities are determined and approved by Disability Access Services (DAS). If you, as a student, believe you are eligible for accommodations but have not obtained approval please contact DAS immediately at 541-737-4098 or at http://ds.oregonstate.edu. DAS notifies students and faculty members of approved academic accommodations and coordinates implementation of those accommodations. While not required, students and faculty members are encouraged to discuss details of the implementation of individual accommodations.
Student Conduct Expectations
See https://beav.es/codeofconduct for details about student conduct expectations. In particular, the sections on academic misconduct and academic sanction are summarized as follows.
Section 4.2. Academic Misconduct. Any action that misrepresents a student or group’s work, knowledge, or achievement, provides a potential or actual inequitable advantage, or compromises the integrity of the educational process. Prohibited behaviors include, but are not limited to doing or attempting the following actions: a. Cheating, b. Plagiarism, c. Falsification, d. Assisting, e. Tampering, f. Multiple submissions of work, g. Unauthorized recording and use.
Section 6.1.8. Students whose behavior is found to constitute academic misconduct as defined in Section 4.2 are subject to additional academic sanctions, which may include, but are not limited to, failing the course, restriction from course withdrawal, grade replacement provisions, or removal from an academic department, college or program. Students may also be sanctioned to complete the online Academic Integrity Course.
Student Bill of Rights
OSU has twelve established student rights. They include due process in all university disciplinary processes, an equal opportunity to learn, and grading in accordance with the course syllabus: https://asosu.oregonstate.edu/advocacy/rights.
Reach Out for Success
University students encounter setbacks from time to time. If you encounter difficulties and need assistance, it’s important to reach out. Consider discussing the situation with an instructor or academic advisor. Learn about resources that assist with wellness and academic success at https://oregonstate.edu/ReachOut. If you are in immediate crisis, please contact the Crisis Text Line by texting OREGON to 741-741 or call the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).
Equity, Diversity, and Inclusion Statement
We strive to create an equitable and inclusive community in which all members are welcome, heard, and treated with respect. We uphold these values and take the opportunity to learn from each other. Our greatest strengths and most innovative ideas come from disagreements and collaborations among people with diverse perspectives, lived experiences, and expertise.