Monte Carlo Methods Courses and Certifications

International Centre for Theoretical Sciences

The Power of Sampling by Peter W. Glynn

Explore sampling methods in statistics, computation, and engineering. Learn about their history, applications, and advantages in overcoming dimensional challenges and creating scalable algorithms.

• YouTube
• 1 hour 29 minutes
• On-Demand
• Free Online Course

Institute for Pure & Applied Mathematics (IPAM)

Introduction to Classical and Quantum Monte Carlo Methods for Many-Body Systems

Explore classical and quantum Monte Carlo methods for many-body systems, including Metropolis algorithms, Feynman's path integral formalism, and projector Monte Carlo techniques for fermion systems.

• YouTube
• 1 hour 8 minutes
• On-Demand
• Free Online Course

International Centre for Theoretical Sciences

Mean-Field Games Stochastic Differential Mean-Field Games by Kavita Ramanan

Explore stochastic differential mean-field games in this advanced lecture, delving into mathematical models for large-scale strategic interactions and their applications in various complex systems.

• YouTube
• 56 minutes
• On-Demand
• Free Online Course

International Centre for Theoretical Sciences

Modified Logarithmic Sobolev Inequalities - Theory

Explore modified logarithmic Sobolev inequalities in this theoretical lecture by Prasad Tetali, part of a program on advances in applied probability covering high-dimensional computation and limit theorems.

• YouTube
• 1 hour
• On-Demand
• Free Online Course

Applied Algebraic Topology Network

Exchanging Replicas with Unequal Cost, Infinitely and Permanently

Innovative replica exchange method for parallel simulations with varying computational costs, enhancing efficiency in Monte Carlo algorithms and path sampling techniques.

• YouTube
• 36 minutes
• On-Demand
• Free Online Course

University of Alberta;  Alberta Machine Intelligence Institute

Sample-based Learning Methods

41 reviews

Explore sample-based learning methods in reinforcement learning, including Monte Carlo, temporal difference, and Dyna. Learn to estimate value functions, implement algorithms, and improve sample efficiency.

• Coursera
• 22 hours 16 minutes
• On-Demand
• Free Online Course (Audit)

Decision Making and Reinforcement Learning

14 ratings at Coursera

Explore sequential decision-making and reinforcement learning, covering utility theory, bandit problems, MDPs, POMDPs, Monte Carlo methods, and temporal difference learning. Gain practical skills through algorithms and examples.

• Coursera
• 1 day 23 hours 9 minutes
• On-Demand
• Free Online Course (Audit)

Applied Bayesian for Analytics

Learn how to construct, fit, estimate and compute Bayesian statistical models with the help of OpenBUGS (freely available software)

• edX
• 6 weeks, 2-3 hours a week
• On-Demand
• Free Online Course (Audit)

Derivatives

Explore derivative pricing models, financial markets, and numerical methods. Master discrete and continuous time techniques, fixed income products, and Monte Carlo option pricing.

• Coursera
• 8 hours 9 minutes
• On-Demand
• Free Online Course (Audit)

Nvidia Deep Learning Institute;  Unity Microcredential

Deep Reinforcement Learning

328 ratings at Udacity

Master deep reinforcement learning techniques to train AI agents for navigation, financial trading, and multi-agent systems. Implement classical and modern RL algorithms using PyTorch.

• Udacity
• 4 months 4 days 17 hours 7 minutes
• On-Demand
• Paid Course

IIT Guwahati;  NPTEL

Simulation of Communication Systems using Matlab

Learn to model and simulate communication systems using MATLAB, covering Monte Carlo methods, random processes, AWGN systems, fading channels, MIMO, Markov chains, queueing, and optimal filtering.

• Swayam
• 12 weeks
• On-Demand
• Free Online Course

Reinforcement Learning with Gymnasium in Python

Start your reinforcement learning journey! Learn how agents can learn to solve environments through interactions.

• DataCamp
• 4 hours
• On-Demand
• Free Trial Available

Discrete Event Simulation in Python

Discover the power of discrete-event simulation in optimizing your business processes. Learn to develop digital twins using Python's SimPy package.

• DataCamp
• 4 hours
• On-Demand
• Free Trial Available

Implementing Monte Carlo Method in R

Some problems are difficult or impossible to solve with standard mathematical or statistical approaches - these can often be solved by using the Monte Carlo method. This course covers multiple Monte Carlo applications for ready use.

• Pluralsight
• 1-2 hours
• On-Demand
• Free Trial Available

Open Data Science

An Intuition-Based Approach to Reinforcement Learning

Explore an intuition-based approach to reinforcement learning, covering key concepts like exploit vs. explore, Q-tables, and stochastic actions, with practical examples and applications.

• YouTube
• 42 minutes
• On-Demand
• Free Online Course