Monte Carlo Methods, MATH-GA.394.001, Spring, 2017

Class notes

Project suggestions

Basic books

Each of these books has great descriptions of the material from the early weeks. Many of thm are out of print, but used copies are so cheap and so high quality that it makes sense to buy them. One place, which I mention without endorsing, is Abe books.

https://people.smp.uq.edu.au/DirkKroese/mccourse.pdf

Specialized material