world:markovchains
Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision Next revision | Previous revision | ||
|
world:markovchains [2025/09/25 23:26] alain [Program of the course] |
world:markovchains [2025/10/03 14:38] (current) alain [Table] |
||
|---|---|---|---|
| Line 19: | Line 19: | ||
| * **Teaching material**: {{world:mainmc-tome1.pdf|pdf version of Markov Chains book}} | * **Teaching material**: {{world:mainmc-tome1.pdf|pdf version of Markov Chains book}} | ||
| - | ^ ^ Prof ^ Chapters ^ Topics ^ Material ^ | + | ^ ^ Prof ^ Chapters ^ Topics ^ Material ^ |
| - | | 1 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions, Invariant measures / reversibility | {{:world:ex1.pdf| Exercise sheet 1}} | | + | | 25/09 | (AD) | Chapt. 1 and 2. | Conditional distribution, their construction and related operations. Introduction to Markov chains, first definitions | {{:world:ex1.pdf| Exercise sheet 1}} {{:world:condi_distribu.pdf| Lecture notes}} {{:world:motivations_MC.pdf| Notes Monte Carlo}} | |
| - | | 2 | (AD) | Chapt. 2 and 3 | Canonical space. Kolmogorov extension theorem. Strong Markov property.Applications of the Markov properties: Stopping times | {{:world:ex_2_2024.pdf| Exercise sheet 2}} | | + | | 02/10 | (AD) | Chapt. 2 and 3 | Invariant measures / reversibility, Canonical space. | {{:world:ex_2_2025.pdf| Exercise sheet 2}} {{:world:ex_2_2024.pdf| Exercise sheet 3}} {{:world:main_condi_exp_mda.pdf| Reminders Conditonal expectation}} {{:world:main_exos_condi_mda.pdf| Exercises conditional expectation}} | |
| - | | 3 | (AD) | | Dynamical systems, Birkhoff theorem | | | + | | 09/10 | (AD) | | Canonical space (continued). Kolmogorov extension theorem. Strong Markov property. Dynamical systems, Birkhoff theorem | | |
| - | | 4 | (AD) | Chapt. 3 | Metrics: TV norms, V norms, Wasserstein. | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | | + | | 16/10 | (AD) | Chapt. 3 | Metrics: TV norms, V norms, Wasserstein. | {{:world:ex_3_2024.pdf| Exercise sheet 3}} | |
| - | | Oct. 31 | (RD) | Chap 5 | Geometric ergodicity. |Chapitre 3 de ce {{ :world:polymcmc.pdf |polycopié}} | | + | | 23/10 or 30/10 | (RD) | Chap 5 | Geometric ergodicity. | | |
| - | | Nov 14 | (RD) | Chapt. 6 | Central Limit Theorems | | + | | 06/11 | (RD) | Chapt. 6 | Central Limit Theorems | | |
| - | | Nov 21 | (RD) | Chap 6 | Rosenthal inequalities (Alain). | | | + | | 13/11 | (RD) | Chap 6 | Rosenthal inequalities (Alain). | | |
| - | | Nov 28 | (AD) | Chapt. 6-7-8 | Quantitative Central Limit theorems | | | + | | 20/11 | (AD) | Chapt. 6-7-8 | Quantitative Central Limit theorems | | |
| - | | Dec 5 | (RD) | Chapt. 18-19 | Convergence via spectral methods | | | + | | 27/11 | (RD) | Chapt. 18-19 | Convergence via spectral methods | | |
| - | | Dec 12 | (AD) | Chap 21 | Contractive convergence via curvature lower bounds. | | | + | | 04/12 | (AD) | Chap 21 | Contractive convergence via curvature lower bounds. | | |
world/markovchains.1758835610.txt.gz · Last modified: 2025/09/25 23:26 by alain
Page Tools
