Simon Fraser University
Engaging the World

Course Outlines

Spring 2025 - MATH 348 D100

Stochastic Modelling and Simulation (3)

Class Number: 6188

Delivery Method: In Person

Overview

  • Course Times + Location:

    Jan 6 – Apr 9, 2025: Mon, Wed, Fri, 3:30–4:20 p.m.
    Burnaby

  • Prerequisites:

    STAT 270 and (MATH 232 or MATH 240), all with a minimum grade of C-. Strongly Recommended: Experience with a computing platform such as R, MATLAB, or Python.

Description

CALENDAR DESCRIPTION:

Modelling of real-life systems as Markov chains, including transient behaviour, limiting behaviour and classification of states, and using the exponential distribution and Poisson processes. Computational topics include generating and sampling random numbers, combinatorial objects and probability functions. Applications may include queueing systems, chemical kinetics, infectious diseases, and statistical physics. Quantitative.

COURSE DETAILS:

Topics:

  • Introduction to probability for stochastic processes
  • Introduction to non-parametric statistics
  • Discrete-time discrete-space stochastic processes (with applications in population biology)
  • Poisson processes
  • Continuous-time discrete-state stochastic processes (with applications in population biology)
  • Continuous-time continuous-space stochastic processes (with applications in population biology)
  • Likelihood and Bayesian inference and the Metropolis-Hasting Algorithm
  • Individual-based simulations

Grading

  • Homework 30%
  • Midterm 20%
  • Project 20%
  • Final 30%

NOTES:

Project will involve developing and analyzing a stochastic or simulation-based model for a given biological system.  Students will receive an introduction to the biological process to be modelled and the focal questions to address.  Using methods covered in the course they will then be required to propose a model to address the given questions, analyze the model, and write a 2-page report summarizing their approach and findings. 


THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION. 

Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks. Please pay careful attention to the options discussed in class at the beginning of the semester

Materials

MATERIALS + SUPPLIES:

All materials will be provided

REQUIRED READING:

No required text, all materials will be provided

REQUIRED READING NOTES:

Your personalized Course Material list, including digital and physical textbooks, are available through the SFU Bookstore website by simply entering your Computing ID at: shop.sfu.ca/course-materials/my-personalized-course-materials.

Registrar Notes:

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS

SFU’s Academic Integrity website http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the university community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the university. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the university. http://www.sfu.ca/policies/gazette/student/s10-01.html

RELIGIOUS ACCOMMODATION

Students with a faith background who may need accommodations during the term are encouraged to assess their needs as soon as possible and review the Multifaith religious accommodations website. The page outlines ways they begin working toward an accommodation and ensure solutions can be reached in a timely fashion.