Del Moral Pierre - Courses & Lectures

---




• Nelder Fellow Lecture Series, Imperial College London [2024] :
  
  
  
  
  • Advanced Monte Carlo methods (handout)
    
    
    • Part I - Introduction - From Meta-heuristics to Probabilistic models
      
      
    • Part II - Discrete time Feynman-Kac models
      
      
    • Part III - Continuous time models/tools
  
  
  
  
  
  
  
  
  
  

---




• School Maths & Stats, University of New South Wales, Sydney [2014-2018] :
  
  
  
  
  • MATH5835 Stochastic Processes (handout)
  
  
  • MATH5805 Advanced Monte Carlo Methods (handout) (flyer)
  
  
  
  
  
  
  
  
  

---




• CMAP, Ecole Polytechnique, Paris [2011-2014] :
  
  
  • MAP-564 2013 : Simulation stochastique et Méthodes de Monte Carlo [Responsable : E. Gobet ]Blog du cours & page du cours
    
    
    • Exercices : PC1, PC2, PC4, PC5, PC7.
    • PC3 TP, avec programmes Scilab (version 5.3):
      exo 1 (exo 1, prog. complets); exo 2 (exo 2, prog. complets), exo 3 (exo 3, prog. complets) exo 4 (exo 4, prog. complets).
    • PC6 TP, avec programmes Scilab (version 5.3):
      exo 1 (exo 1, prog. complets); exo 2 (exo 2, prog. complets), exo 3 (exo 3, prog. complets), exo 4 (exo 4, prog. complets).
    • PC9 TP, avec programmes Scilab (version 5.3):
      Syst. Bancaire J.P. Fouque, L.H. Sun (prog. complets); Eq. Burgers 1d (prog. complets), Modèle à double puits de S. Hermann et J. Tugaut (prog. complets),
      valeurs propres du GOE (prog. complets), Equations de Dyson, schéma d'Euler (prog. complets), Equations de Dyson, schéma d'Euler, et MCMC (prog. complets).
      Compléments : Echantillonneur de Gibbs (modèle de S. Hermann et J. Tugaut) (prog. complets).
      
      
  
  
  • MAP-564 2012 : Les méthodes stochastiques et les méthodes de Monte Carlo [Responsables: E. Gobet & C. Graham ]
    
    
    • Exercices : PC1, PC2, PC3, PC4, PC5, PC6, PC7, PC8, PC9
      
    • Projets de simulation : Simulation d'événements rares, algorithmes particulaires
      
  
  
  • 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, PC3, PC4, PC5, PC6, PC7
      .
    • Projets de simulation : EA 1 : filtrage linéaire Gaussien, EA 2 : Images fractales, EA 3 : processus de renforcement, EA 4 : chaines auto-evitantes et polymeres
      
      
  
  
  
  
  

  ---

  
  
  
• Academy of Science Beijing, China
  
  
  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))
  
  
  
  
  
  
  

  ---

  
  
  
• Luxembourg University :
  
  
  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 )
  
  
  
  
  
  

  ---

  
  
  
• La Havane University, Cuba
  
  
  Post-graduate course on stochastic algorithms (November 2009)
  
  
  
  
  
  

  ---

  
  
  
• 10th Machine Learning summer school
  
  
  An introduction to particle methods in stochastic engineeing (September 1-15th, Ile de Ré, France 2008)
  
  
  
  
  
  

  ---

  
  
  
• Bordeaux University
  
  
  Ingénierie Stochastique [Master Ingénierie mathématique, spécialité 2, Bordeaux; 2008-2011]
  Discrete stochastic calculus and finance [Master Ingénierie mathématique, spécialité 2, Bordeaux; 2010-2011]
  
  
  
  
  
  
  

  ---

  
  
  
• Nice-Sophia Antipolis University
  
  
  Post-graduate lectures on mean field particle methods (10h) [dec. 10-15, 2012]
  Introduction, Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5
  
  
  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]
  Discrete stochastic calculus and finance [Polytechnic School Sophia Antipolis]
  Dynamical systems [Licence Mass] [2004-2007]
  
  
  
  

  ---

  
  
  
• Toulouse University, Université Paul Sabatier
  
  
  Cours de DEA sur les méthodes particulaires [2000-2004]
  Cours INSA, Simulation et Algorithmes stochastiques [2000-2004]
  
  
  
  
  
  

  ---

  
  
  
• The 24th Finnish Summer School on Probability Theory
  
  
  Genealogical and Interacting Particle Approximations of Feynman-Kac Formulae with Applications [Lahti, Academy of Finland through the Rolf Nevanlinna institute (june 2002)]
  
  
  
  
  
  

  ---

  
  
  
• Purdue University:
  
  
  An introduction to probability [2nd year and 3rd year lectures (2002-2003)]
  
  
  
  
  
  

  ---

  
  
  
• Princeton University :
  
  
  Second year Post-Graduate course on stochastic algorithms and interacting particle methods [ORFE department (2001)]
  
  
  
  
  
  

  ---