Dipartimento di InformaticaUniversità degli Studi di Milano
Dario Malchiodi

Simulation2016/17

MSc in Computer science · University of Milan · Lectures are in Italian · 3 credits · 24 hours

Archived edition: this page is kept for reference, and some materials or links may no longer be available.

This course introduces to the theory and to some applications of stochastic simulation. The course is divided into two modules: this page refers to the first one (Theory and techniques). The second module (Queue theory and software tools) is held by Prof. Trubian and will start on mid-April.

News

  1. Office hours canceled

    Starting Friday 04/20, regular office hour are canceled; students can arrange an appointment via e-mail.

  2. Office hours for the spring semester

    Office hours for the spring semester will be during Thursday from 14:30 until 17:30 in the teacher's office, starting from 9/3.

  3. Office hours canceled

    Starting Thursday 02/17, regular office hour are canceled until next semester; students can arrange an appointment via e-mail.

Earlier news (1)

  1. Office relocation

    Starting today, Prof. Malchiodi has moved his office in room P102 at the first floor in the via Comelico seat of the department.

Course schedule

Lectures will take place at the Computer science department, according to the following schedule:

Day Hour Place
Tuesday 8:30 - 10:30 aula Delta
Friday 11:30 - 13:30 aula 5

Any change to the schedule will be announced in class and published in paragraph News of this page.

Office hours

By appointment, room 5015 of the Computer Science Department. It is possible contact the teacher by e-mail, taking care to read in advance the guide prepared by Prof. Sebastiano Vigna and clearly specifying in the message the course name and the academic year. In particular, students are encouraged to always use their academic address (i.e. based on the domain studenti.unimi.it) signing with name and student ID number and recalling that the response time may vary depending on the teacher commitments.

Course material

The course is based on the following textbook: Sheldon M. Ross, Simulation, fourth edition, Elsevier/Academic Press, Amsterdam, 2006 (ISBN 978-0125980630).

Students can clone a repository containing the jupyter notebooks used during classes.

Syllabus

The course explains the topics listed in the lecture calendar, covering the textbook contents in chapters 1 to 9.

Lectures calendar

Lecture Date Topic Material
L01 28/02/2017 Examples of complex system simulation
    L02 07/03/2017 Pseudorandom number simulation
      L03 10/03/2017 Simulation of discrete random variables: the inverse transform method
        L04 14/03/2017 Simulation of continuous random variables: inverse transform method and methods for the normal distribution
          L05 17/03/2017 Simulation through plugin and acceptance-rejection techniques
            L06 21/03/2017 Simulation of discrete event systems
              L07 24/03/2017 Statistical analysis of simulated data: point estimation
                L08 28/03/2017 Statistical analysis of simulated data: interval estimation and bootstrap techniques
                  L09 31/03/2017 Variance reduction techniques: use antithetic variables and control variates
                    L10 04/04/2017 Variance reduction techniques: use of control variates and reduction by conditioning
                      L11 11/04/2017 Variance reduction techniques: reduction by conditioning and stratified sampling
                        L12 21/04/2017 Statistical validation techniques

                          Exam modalities

                          The exam consists in an oral test about the program of one module and in a project about the remaining course module, by appointment.