Masterclass: Monte Carlo Methods

Date: 24 April 2017

Time: 13:30 – 16:30

Watch the live stream

Please contact The Alan Turing Doctoral Scheme to attend.

Recordings will be made available on our YouTube channel following the event.


Anthony Lee, Turing Faculty Fellow and Strategic Programme Director for Intel, will be giving a masterclass on Monte Carlo Methods. These are general-purpose random algorithms for numerically approximating integrals, and are applied in a variety of data science settings.

The masterclass will cover classical Monte Carlo, rejection sampling, importance sampling, Markov chain Monte Carlo and sequential Monte Carlo algorithms.on Monte Carlo integration methods.

The emphasis will be on the algorithms and what they deliver, to the extent that this is possible, rather than on mathematical details that are more technical.