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world:mcmc

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2023/11/14 18:37

M2DS: Monte Carlo Markov Chains and Variational Inference

If you want a shorter address for this page, you can just type: https://link.infini/mcmc .

Contents of the course

  • Where? Ecole Polytechnique.
  • When? Every course will hold from 14H00 to 17H30 (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 09/09 (Amphi Gregory) RdDc Chapter 0-1 NotesCours1-2023 Slides Chapter 1
Monday 16/09 9H30-12H30 RdDc Chapter 2 Slides of Chapters 2 and 3
Monday 23/09 RdDc Chapter 3
Tuesday 01/10 9:00-12:30 ShSc Chapter 4 Slides of Chapter 4.
Tuesday 08/10 ShSc Chapter 5
Tuesday 15/10 ShSc Chapter 6

Enrollment to this course

Exam

Three Multiple choices exams will be given during the course.

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.

Ressources

Exercise on geometric ergodicity

Contact

name email adresses
Sholom Schechtman sch.sholom“Arobase”gmail.com
Randal Douc randal.douc “Arobase” polytechnique.edu

Discussion

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world/mcmc.1757571034.txt.gz · Last modified: 2025/09/11 08:10 by rdouc