
Monte Carlo Methods, Stochastic Optimization - antman
http://am207.org/
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guru_meditation
I heartily recommend the notebooks published in this course as excellent
_applied_ reference material to estimation and optimization.

I love it how code and coursework are intermingled, reminiscing me of Knuth's
Literate Programming [1]

My beef with many other courses offered (including Coursera) is that they use
Matlab when it's clearly advantageous to use IPython Notebook as a better
experimenting environment. For example, Daphne Koeller's PGM course[2] is
still in Matlab and no matter what you do the code looks extremely clumsy and
hard to read. N.B. I wrote tens of thousands of lines of Matlab code,
including GUI programs, but that does not mean it's a good language to use
especially in cases like this.

[1]
[http://en.wikipedia.org/wiki/Literate_programming](http://en.wikipedia.org/wiki/Literate_programming)

[2] [https://www.coursera.org/course/pgm](https://www.coursera.org/course/pgm)

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jrbancel
I took this class when I was in graduate school at Harvard. The methods
introduced in this course can be used in virtually every domain. I think
everyone involved with some sort of data processing should have at least
minimal knowledge of Bayesian inference, simulated annealing, data
augmentation, sampling, etc...

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dahveed311
Just covered Monte Carlo and stochastic topics in MIT 6.00.2x on edX. Cool
stuff!

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kgarten
are there download links for the videos somewhere? I don't have flash
installed and need to travel tomorrow ;)

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AC__
I bookmarked this for a later date. I am currently taking a Coursera course
and one of the projects touched on Monte Carlo methods, they are super cool, I
implemented a rudimentary AI that plays tic-tac-toe(well) in like 70 lines of
Python.

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chadzawistowski
Do you have the code on GitHub (or elsewhere)? I'd love to read it.

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AC__
[http://www.codeskulptor.org/#user39_fju5wBozso4CqOw.py](http://www.codeskulptor.org/#user39_fju5wBozso4CqOw.py)
I was blown away that the computer is able to play with just 10 trials. Monte
Carlo methods are a very powerful concept for sure.

