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MATH5805 is an honours and postgraduate course. See the  below.   

Special Topics in Statistics title: "A Modern Introduction to Extreme Value Theory"   - please refer to this Flyer for Term 1 2025 offering here

Units of credit:Ìý6

Prerequisites: Nil

Cycle of offering: Not offered every year

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information:  The Course outline will be made available closer to the start of term - please visit this website:  www.unsw.edu.au/course-outlines

The course handout contains information about course objectives, assessment, course materials and the syllabus. 

Important additional information as of 2023

UNSW Plagiarism Policy

The University requires all students to be aware of its .

For courses convened by the School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.

If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.

°Õ³ó±ðÌý contains information about the course. The timetable is only up-to-date if the course is being offered this year.

If you are currently enrolled in MATH5805, you can log into  for this course.

This course will cover topics in the general area of Monte Carlo methods and their application domains. The topics include Markov chain Monte Carlo and Sequential Monte Carlo methods,Quantum and Diffusion Monte Carlo techniques, as well as branching and interacting particle methodologies. The lectures cover discrete and continuous time stochastic models, starting from traditional sampling techniques (perfect simulation, Metropolis-Hasting, and Gibbs-Glauber models) to more refined methodologies such as gradient flows diffusions on constraint state space and Riemannian manifolds, ending with the more recent and rapidly developing Branching and mean field type Interacting Particle Systems techniques.