- MAP-564 : Les méthodes stochastiques et les méthodes de Monte Carlo [Responsables: E. Gobet & C. Graham ]
- MAP-311 : Aléatoire [Responsables: E. Gobet &
S. Méléard ]
- Lecture notes : Aléatoire. Introduction à la théorie et au calcul des probabilités - S. Méléard
- Exercices : PC1, PC2
- Projets de simulation : EA 1 : filtrage linéaire Gaussien, EA 2 : Images fractales
-
Sino-French Summer Institute 2011, June 13-25, 2011.
: On the concentration of interacting particle processes (lecture note 1, lecture note 2,lecture note 3)
(see also the lecture notes On the concentration properties of Interacting particle processes Foundations and Trends in Machine Learning, Vol. 3, No. 3 - 4, 225-389 (2012).
(online article, 167 pages))
- Post-Graduate Course : CSC Doctorate School, Evolutionary particle methods: an introduction with applications (February & March 2011).
( lecture notes 1 and 2 , lecture note 3 , lecture note 4 )
- Post-graduate course on stochastic algorithms (November 2009)
- Integration, Probability and Statistics [Master in Mathematics] [2004-2007]
- Stochastic Engineering [Master Mass][from 2004 to 2007]
- Discrete stochastic calculus and finance [Licence Mass] [2004-2007]
- Dynamical systems [Licence Mass] [2004-2007]
- Cours de DEA sur les méthodes particulaires [2000-2004]
- Cours INSA, Simulation et Algorithmes stochastiques [2000-2004]
- Genealogical and Interacting Particle Approximations of Feynman-Kac Formulae with Applications [Lahti, Academy of Finland through the Rolf Nevanlinna institute (june 2002)]
- An introduction to probability [2nd year and 3rd year lectures (2002-2003)]
- Second year Post-Graduate course on stochastic algorithms and interacting particle methods [ORFE department (2001)]
