world:mcmc
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| - | ====== M2DS: Monte Carlo: From MCMC to data-based generative models ====== | + | ====== M2DS: Monte Carlo Markov Chains and Variational Inference ====== |
| - | ====== First Part: MCMC ======= | ||
| If you want a shorter address for this page, you can just type: https://lstu.fr/mcmc (the acronym **lstu** stands for Let's Shorten That Url) | If you want a shorter address for this page, you can just type: https://lstu.fr/mcmc (the acronym **lstu** stands for Let's Shorten That Url) | ||
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| ===== Contents of the course ===== | ===== Contents of the course ===== | ||
| * **Where?** Ecole Polytechnique. | * **Where?** Ecole Polytechnique. | ||
| - | * **When?** Every course will hold on Tuesday <color /yellow>from 9H30 to 12H30</color> (exact dates are given below). | + | * **When?** Every course will hold <color /yellow>**from 9H00 to 12H30**</color> (exact dates are given below). |
| * **Who?** The list of the instructors are given below with their acronyms: | * **Who?** The list of the instructors are given below with their acronyms: | ||
| * ShSc: Sholom Schechtman. | * ShSc: Sholom Schechtman. | ||
| * RdDc: Randal Douc. | * RdDc: Randal Douc. | ||
| - | ^ Date ^ Instructor ^ Content ^ Additional ressources ^ | ||
| - | | 11/09 (PC44) | RdDc | <color /pink> Chapter 1\\ </color> | {{ :world:cours:additional_notes_mcmc_chapter1.pdf\\ | Additional notes for Chapter 1 }} | | ||
| - | | 18/09 (Amphi Sauvy) | RdDc | Chapter 2 | {{ :world:chapter2-3.pdf | Slides of Chapters 2 and 3}} | | ||
| - | | 25/09 (Amphi Sauvy) | RdDc | <color /pink> Chapter 3 </color> | | | ||
| - | | 03/10 | ShSc | Chapter 4 | {{ :world:chapter4.pdf | Slides of Chapter 4}}. | | ||
| - | | 10/10 | ShSc | <color /pink> Chapter 5 </color> | | | ||
| - | | 17/10 | ShSc | Chapter 6 | | | ||
| - | <color /yellow>Illustration of the course:</color> [[https://colab.research.google.com/drive/1Ey5TNx-_74gPH0FG-rhXSuGGok0T10wS|Collaboratory files]] | + | <WRAP center round tip 90%> |
| + | * {{:world:quiz2a.pdf| solution to the first Quiz (which was done in presence)}} | ||
| + | * {{:world:quiz3a.pdf| solution to the second Quiz }} | ||
| + | * {{:world:quiz4a.pdf| solution to the third Quiz}} | ||
| + | </WRAP> | ||
| + | |||
| + | |||
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| + | ^ Date ^ Instructor ^ Content ^ Additional ressources ^ | ||
| + | | Monday 09/09 (Amphi Gregory) | RdDc | <color red> Chapter 0-1</color> | {{ :world:mcmc2023.pdf | NotesCours1-2023}} {{:world:slidechapter1-2024.pdf| Slides Chapter 1}} | | ||
| + | | Monday 16/09 <color /yellow> 9H30-12H30 </color> | RdDc | Chapter 2 | {{ :world:chapter2-3.pdf | Slides of Chapters 2 and 3}} | | ||
| + | | Monday 23/09 | RdDc | <color red> Chapter 3 </color> | | | ||
| + | | Tuesday 01/10 9:00-12:30 | ShSc | Chapter 4 | {{ :world:chapter4.pdf | Slides of Chapter 4}}. | | ||
| + | | Tuesday 08/10 | ShSc | <color red> Chapter 5 </color> | | | ||
| + | | Tuesday 15/10 | ShSc | Chapter 6 | | | ||
| + | |||
| + | ===== Enrollment to this course ===== | ||
| + | |||
| + | <color /yellow> [[https://docs.google.com/forms/d/e/1FAIpQLSfj8Xi33wVswwTcT6UcGRrtpyxcs2dzRRG2eKEkpCS1OA-GQA/viewform?vc=0&c=0&w=1&flr=0| Please fill your first name, family name and email address here]] </color> | ||
| ===== Exam ===== | ===== Exam ===== | ||
| + | Three Multiple choices exams will be given during the course. | ||
| - | <WRAP center round tip 80%> | + | <note tip 80%> |
| - | Exam will hold at on the 23rd of October, from 10H30 to 12H30. You can bring with you all your notes, (your written notes or the lecture notes of the course, or the slides) but of course electronic devices (laptop, tablet, phones) are not allowed. | + | Final Exam will hold at on October, 22, 10:00-12:00 at Amphi Gregory. You can bring with you all your notes, (your written notes or the lecture notes of the course, or the slides) but of course electronic devices (laptop, tablet, phones) are not permitted. |
| - | </WRAP> | + | </note> |
| ===== Ressources ===== | ===== Ressources ===== | ||
| + | |||
| * {{ :world:polymcmc.pdf | Lecture Notes}} | * {{ :world:polymcmc.pdf | Lecture Notes}} | ||
| - | * <color /yellow>**{{ :world:notescoursexos_2_.pdf | Solutions to almost all exercises}}**</color> | + | * <color /yellow>Illustration of the course:</color> [[https://colab.research.google.com/drive/1Ey5TNx-_74gPH0FG-rhXSuGGok0T10wS|Collaboratory files]] |
| + | * {{ :world:notescoursexos_2_.pdf | Solution to most exercises!!}} | ||
| + | |||
| + | <note tip > | ||
| + | |||
| + | <color /yellow> | ||
| + | |||
| + | Exam 2023: | ||
| + | |||
| + | </color> | ||
| + | * {{ :world:exam_2023.pdf| Statement}}. | ||
| + | * {{ world:correction_ex_exam23.pdf.pdf | Solution to the exercise}} | ||
| + | |||
| + | </note> | ||
| + | |||
| + | <note tip > | ||
| + | |||
| + | <color /yellow> | ||
| + | |||
| + | Exam 2022: | ||
| + | |||
| + | </color> | ||
| + | /* | ||
| + | * {{ :world:exam-m2ds-2022.pdf | Statement}} | ||
| + | * {{ :world:corrige-m2ds-2022.pdf| Solution}}. */ | ||
| + | * {{ world:cours:exam_sholom1.pdf | Second part | Statement}} | ||
| + | * {{:world:cours:exam_sholom.pdf|Second part| solution}} | ||
| + | |||
| + | </note> | ||
| + | |||
| + | |||
| + | ==== Exercise on geometric ergodicity ==== | ||
| + | * {{ :world:cours:drif_exercise.pdf| Statement and solution}} | ||
| ===== Contact ===== | ===== Contact ===== | ||
world/mcmc.1694383595.txt.gz · Last modified: 2023/09/11 00:06 by rdouc
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