world:mcmc
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| + | {{page>:defs}} | ||
| + | ====== M2DS: Monte Carlo Markov Chains and Variational Inference ====== | ||
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| + | If you want a shorter address for this page, you can just type: https://link.infini/mcmc . | ||
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| + | ===== Contents of the course ===== | ||
| + | * **Where?** Ecole Polytechnique. | ||
| + | * **When?** Every course will hold <color /yellow>**from 14H00 to 17H30**</color> (exact dates are given below). | ||
| + | * **Who?** The list of the instructors are given below with their acronyms: | ||
| + | * ShSc: Sholom Schechtman. | ||
| + | * RdDc: Randal Douc. | ||
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| + | <WRAP center round tip 80%> | ||
| + | - {{ :world:quiz1-moodle-enonce.pdf |Practice Quiz. Statement}} | ||
| + | - {{ :world:quiz1-moodle-corr.pdf |Pratice Quiz: Solution}} | ||
| + | </WRAP> | ||
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| + | ^ Date ^ Instructor ^ Content ^ Additional ressources ^ | ||
| + | | 11/09 | RdDc | <color red> Chapter 0-1</color> | {{ :world:mcmc2023.pdf | NotesCours1-2023}} {{:world:slidechapter1-2024.pdf| Slides Chapter 1}} | | ||
| + | | 18/09 | RdDc | Chapter 2 | {{ :world:chapter2-3.pdf | Slides of Chapters 2 and 3}} | | ||
| + | | 25/09 | RdDc | <color red> Chapter 3 </color> | | | ||
| + | | 02/10 | ShSc | Chapter 4 | {{ :world:chapter4.pdf | Slides of Chapter 4}}. | | ||
| + | | 09/10 | ShSc | <color red> Chapter 5 </color> | | | ||
| + | | 16/10 | ShSc | Chapter 6 | | | ||
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| + | ===== Enrollment to this course ===== | ||
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| + | <color /yellow> [[https://partage.imt.fr/index.php/apps/forms/s/apgLTw56aHF64CN5oTZpqCAg| Please fill your first name, family name and email address here]] </color> | ||
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| + | ===== Exam ===== | ||
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| + | Three Multiple choices exams will be given during the course. Final exam on <color /yellow> October 23th </color> | ||
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| + | <note tip 80%> | ||
| + | For the exam, 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. | ||
| + | </note> | ||
| + | |||
| + | ===== Ressources ===== | ||
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| + | * {{ :world:polymcmc.pdf | Lecture Notes}} | ||
| + | * <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!!}} | ||
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| + | <note tip > | ||
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| + | <color /yellow> | ||
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| + | Exam 2023: | ||
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| + | </color> | ||
| + | * {{ :world:exam_2023.pdf| Statement}}. | ||
| + | * {{ world:correction_ex_exam23.pdf.pdf | Solution to the exercise}} | ||
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| + | </note> | ||
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| + | <note tip > | ||
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| + | <color /yellow> | ||
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| + | Exam 2022: | ||
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| + | </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}} | ||
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| + | </note> | ||
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| + | ==== Exercise on geometric ergodicity ==== | ||
| + | * {{ :world:cours:drif_exercise.pdf| Statement and solution}} | ||
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| + | ===== Contact ===== | ||
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| + | ^ name ^ email adresses ^ | ||
| + | | Sholom Schechtman | sch.sholom**"Arobase"**gmail.com | | ||
| + | | Randal Douc | randal.douc **"Arobase"** polytechnique.edu | | ||
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| + | ~~DISCUSSION~~ | ||
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