### Lecture 1: Introduction, Quadrature, Crude Monte Carlo, Importance Sampling, Cross Entropy Method Preliminaries

- Video recordings: Part 1, Part 2
- Lecture slides: as Jupyter notebook, as Jupyter slideshow
- Quiz 1: pdf, solution

### Lecture 2: Cross Entropy Method for Rare Event Estimation and Optimization, Acceptance-Rejection algorithm, Markov Chain Preliminaries

- Video recordings: Part 1, Part 2
- Lecture slides: as Jupyter notebook, as Jupyter slideshow
- Quiz 2: pdf, solution
- A note on the cross-entropy method to help with quiz 2: pdf.

### Lecture 3: Markov Chain Monte Carlo (MCMC), Improved Cross Entropy Method

- Video recordings: Part 1, Part 2
- Lecture slides: as Jupyter notebook, as Jupyter slideshow
- Quiz 3: pdf, solution

### Lecture 4: MCMC Details, and some Machine Learning Overview.

- Video recordings: Part 1, Part 2
- Lecture slides: as Jupyter notebook, as Jupyter slideshow

Course materials from 2020.