AMCS 308

AMCS 308 - Stochastic Methods in Engineering By Prof. Raul Tempone

​ ​ ​

Basic probability, numerical analysis, and programming.

Review of basic probability; Monte Carlo simulation; state space models and time series; parameter estimation, prediction and filtering; Markov chains and processes; stochastic control; Markov chain Monte Carlo. Examples from various engineering disciplines.

Enrolled students can access course material through KAUST's Blackboard via: