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world:mcmc

$$ \newcommand{\arginf}{\mathrm{arginf}} \newcommand{\argmin}{\mathrm{argmin}} \newcommand{\argmax}{\mathrm{argmax}} \newcommand{\asconv}[1]{\stackrel{#1-a.s.}{\rightarrow}} \newcommand{\Aset}{\mathsf{A}} \newcommand{\b}[1]{{\mathbf{#1}}} \newcommand{\ball}[1]{\mathsf{B}(#1)} \newcommand{\bproof}{\textbf{Proof :}\quad} \newcommand{\bmuf}[2]{b_{#1,#2}} \newcommand{\card}{\mathrm{card}} \newcommand{\chunk}[3]{{#1}_{#2:#3}} \newcommand{\convprob}[1]{\stackrel{#1-\text{prob}}{\rightarrow}} \newcommand{\Cov}{\mathbb{C}\mathrm{ov}} \newcommand{\CPE}[2]{\PE\lr{#1| #2}} \renewcommand{\det}{\mathrm{det}} \newcommand{\dimlabel}{\mathsf{m}} \newcommand{\dimU}{\mathsf{q}} \newcommand{\dimX}{\mathsf{d}} \newcommand{\dimY}{\mathsf{p}} \newcommand{\dlim}{\Rightarrow} \newcommand{\e}[1]{{\left\lfloor #1 \right\rfloor}} \newcommand{\eproof}{\quad \Box} \newcommand{\eremark}{</WRAP>} \newcommand{\eqdef}{:=} \newcommand{\eqlaw}{\stackrel{\mathcal{L}}{=}} \newcommand{\eqsp}{\;} \newcommand{\Eset}{ {\mathsf E}} \newcommand{\esssup}{\mathrm{essup}} \newcommand{\fr}[1]{{\left\langle #1 \right\rangle}} \newcommand{\falph}{f} \renewcommand{\geq}{\geqslant} \newcommand{\hchi}{\hat \chi} \newcommand{\Id}{\mathrm{Id}} \newcommand{\img}{\text{Im}} \newcommand{\indi}[1]{\mathbf{1}_{#1}} \newcommand{\indiacc}[1]{\mathbf{1}_{\{#1\}}} \newcommand{\indin}[1]{\mathbf{1}\{#1\}} \newcommand{\itemm}{\quad \quad \blacktriangleright \;} \newcommand{\ker}{\text{Ker}} \newcommand{\klbck}[2]{\mathrm{K}\lr{#1||#2}} \newcommand{\law}{\mathcal{L}} \newcommand{\labelinit}{\pi} \newcommand{\labelkernel}{Q} \renewcommand{\leq}{\leqslant} \newcommand{\lone}{\mathsf{L}_1} \newcommand{\lrav}[1]{\left|#1 \right|} \newcommand{\lr}[1]{\left(#1 \right)} \newcommand{\lrb}[1]{\left[#1 \right]} \newcommand{\lrc}[1]{\left\{#1 \right\}} \newcommand{\lrcb}[1]{\left\{#1 \right\}} \newcommand{\ltwo}[1]{\PE^{1/2}\lrb{\lrcb{#1}^2}} \newcommand{\Ltwo}{\mathrm{L}^2} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mcbb}{\mathcal B} \newcommand{\mcf}{\mathcal{F}} \newcommand{\meas}[1]{\mathrm{M}_{#1}} \newcommand{\norm}[1]{\left\|#1\right\|} \newcommand{\normmat}[1]{{\left\vert\kern-0.25ex\left\vert\kern-0.25ex\left\vert #1 \right\vert\kern-0.25ex\right\vert\kern-0.25ex\right\vert}} \newcommand{\nset}{\mathbb N} \newcommand{\one}{\mathsf{1}} \newcommand{\PE}{\mathbb E} \newcommand{\PP}{\mathbb P} \newcommand{\Psif}{\Psi_f} \newcommand{\pscal}[2]{\langle #1,#2\rangle} \newcommand{\pscal}[2]{\langle #1,#2\rangle} \newcommand{\psconv}{\stackrel{\PP-a.s.}{\rightarrow}} \newcommand{\qset}{\mathbb Q} \newcommand{\rmd}{\mathrm d} \newcommand{\rme}{\mathrm e} \newcommand{\rmi}{\mathrm i} \newcommand{\Rset}{\mathbb{R}} \newcommand{\rset}{\mathbb{R}} \newcommand{\rti}{\sigma} \newcommand{\section}[1]{==== #1 ====} \newcommand{\seq}[2]{\lrc{#1\eqsp: \eqsp #2}} \newcommand{\set}[2]{\lrc{#1\eqsp: \eqsp #2}} \newcommand{\sg}{\mathrm{sgn}} \newcommand{\supnorm}[1]{\left\|#1\right\|_{\infty}} \newcommand{\thv}{{\theta_\star}} \newcommand{\tmu}{ {\tilde{\mu}}} \newcommand{\Tset}{ {\mathsf{T}}} \newcommand{\Tsigma}{ {\mathcal{T}}} \newcommand{\ttheta}{{\tilde \theta}} \newcommand{\tv}[1]{\left\|#1\right\|_{\mathrm{TV}}} \newcommand{\unif}{\mathrm{Unif}} \newcommand{\Xset}{{\mathsf X}} \newcommand{\Xsigma}{\mathcal X} \newcommand{\Yset}{{\mathsf Y}} \newcommand{\Ysigma}{\mathcal Y} \newcommand{\Var}{\mathbb{V}\mathrm{ar}} \newcommand{\zset}{\mathbb{Z}} \newcommand{\Zset}{\mathsf{Z}} $$

2017/10/07 23:39 · douc

M2DS: Markov chains Monte Carlo: Theory and practical applications

Project defense

Date Time schedule Team Visio Link Paper Project Jury
Monday 13 dec. 10-10H30 Team 2 Click here to join the meeting Link to the paper Project 7: Pseudo extended MCMC A.E. & R.D.
Monday 13 dec. 10H30-11H00 Team 3 Click here to join the meeting Link to the paper Project 8: Asymptotic optimal exact minibatch MH J. S. & R.D.
Wednesday 15 dec. 17H45-18H15 Team 6 Click here to join the meeting Link to the paper Project 9: Mixture weight optimisation for alpha-divergence VI Y.J. & R.D.
Wednesday 15 dec. 18H15-18H45 Team 1 Click here to join the meeting Link to the paper Project 6: Stochastic VI F.D. & R.D.
Friday 17 dec. 14-14H30 Team 7 Click here to join the meeting Link to the paper Project 10: VI: a review for statisticians E.A & R.D.

Teams

  1. Team 1: Karim Kassab, Walid Yassine, Bourhan Dernayka, Juhyun Kim - Project 6
  2. Team 2: Benjamin Cohen, Vincent Josse, Laurène Pascal, Adame Ben Friha - Project 7
  3. Team 3: Anton Emelchenkov, Terence Ngo, Ayoub Tabaai, Oumaima Bouther - Project 8
  4. Team 4: Daniel Quintao de Moraes, Thanh Nam Nguyen, Oumaima Marbouh, Yasmine Guemouria - Project 4
  5. Team 5: Vladimir Kondratyev, Jean Pachebat, Joël Pascal Soffo, Louis Popi - Project 1
  6. Team 6: Timothée Fassier, Quentin Le Turdu, Ambroise Heurtebise - Project 9
  7. Team 7: Jean-Baptiste Baitairian, Amath Gadji, Vincent Mongkhoun - Project 10
  8. Team 8: Ronny Tonato, Riad El Otmani, Nhat-Minh Dao, Daniil Sakhapov - Project 3
  9. Team 9: Guillaume Astruc, Guillaume Peltier - Project 5

Contents of the course

Date Content
14/09 Chapter 1-2
21/09 Chapter 2-3
28/09 Chapter 3-4
27/09 Chapter 4-5
05/10 Chapter 5-6
12/10 Practical sessions
18/10 Quiz

Ressources

Discussion

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world/mcmc.txt · Last modified: 2022/03/16 07:40 (external edit)