Really interesting content with as the name suggests, a large focus on application. You learn multiple different algorithms for simulating and sampling from different distributions, as well as extending on what you'd define as a linear model from LSM. Assignments can get challenging but usually illustrate a certain topic quite well. Heejung is quite thorough when it comes to demonstrating topics, giving derivations for all the major topics, very helpful. The new exam format of 2019 on-wards is different to previous years, but the questions are reasonable. Hurdle exams still suck. Overall enjoyed the subject.

The content is very interesting, and the assignments really challenged you. However, the final exam this year was ridiculously difficult (considering it was a hurdle).