Welcome to Randal Douc's wiki

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====== 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://lstu.fr/mcmc (the acronym **lstu** stands for Let's Shorten That Url)

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===== Contents of the course =====

  * **Where?** Ecole Polytechnique. 

  * **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: 

    * ShSc: Sholom Schechtman. 

    * RdDc: Randal Douc. 

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<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                          |                                                                                                 |

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===== Enrollment to this course =====

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<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>

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===== Exam =====

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Three Multiple choices exams will be given during the course. 

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<note tip 80%>

Final Exam will hold at on October, 22 (to be confirmed). 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>

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===== 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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  *  {{  | Statement}}

  * {{ :world:exam_2023.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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<note tip >

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<color /yellow>

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Exam 2022:

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  *  {{ :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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