{{page>:defs}}
====== M2DS: Monte Carlo: From MCMC to data-based generative models ======


====== 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)
===== 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. 

^ Date                                   ^ Instructor  ^ Content                              ^ Additional ressources                                                                                                                                                                         ^
| Monday 11/09 (PC44)                    | RdDc        | <color /pink> Chapter 1\\  </color>  | {{ :world:cours:additional_notes_mcmc_chapter1.pdf\\ | Additional notes for Chapter 1 }} {{ :world:mcmc2023.pdf | NotesCours1-2023}} {{:world:slideChapter1.pdf|slide chapter 1 (obsolete)}}  |
| Monday 18/09 (Amphi Sauvy)             | RdDc        | Chapter 2                            | {{ :world:chapter2-3.pdf | Slides of Chapters 2 and 3}}                                                                                                                                       |
| Monday 25/09 (Amphi Sauvy)             | RdDc        | <color /pink> Chapter 3 </color>     |                                                                                                                                                                                               |
| Tuesday 03/10 9:00-12:30 (salle PC43)  | ShSc        | Chapter 4                            | {{ :world:chapter4.pdf | Slides of Chapter 4}}.                                                                                                                                               |
| Tuesday 10/10 (salle PC43)             | ShSc        | <color /pink> Chapter 5 </color>     |                                                                                                                                                                                               |
| Tuesday 17/10 (salle PC43)             | ShSc        | Chapter 6                            |                                                                                                                                                                                               |


===== Exam =====


<WRAP center round tip 80%>
Exam will hold at on the 23rd of October in Amphitheater Sauvy 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 permitted.
</WRAP>

===== Ressources =====
  * {{ :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 of most exercises!!}}


<WRAP center round tip 80%>
 <color /lightblue >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}}
</WRAP>


==== Exercise on geometric ergodicity ====
 * {{ :world:cours:drif_exercise.pdf| Statement and solution}}

===== Contact =====

^ name               ^ email adresses                                     ^
| Sholom Schechtman  | sch.sholom**"Arobase"**gmail.com    |
| Randal Douc        | randal.douc **"Arobase"**  polytechnique.edu       |






~~DISCUSSION~~