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Monte Carlo [exam]

xi'an
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My final exam for the Monte Carlo course I taught last semester proved too much of a challenge for my fourth year students, despite being rather elementary and centred on accept-reject algorithms and importance/bridge sampling. One of the problems was a decomposition of the truncated Normal simulation method proposed by Marsaglia in 1963, found on X Validated!, which I had posted on the course Teams forum (and discussed on the ‘Og!). Obviously overlooked by the students as hardly anyone solved the central question… Quite a disappointment (and more exams to grade for the resit exam in June!)

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