Augustin Chevallier

Postdoc at Lancaster University UK

Research interests

• Monte-Carlo:
  • Computational statistical physics
  • PDMP samplers
  • Model selection
  • Convex volume estimation
  • Multiphase Monte Carlo, Importance sampling, density estimation
  • Sequential Monte Carlo
  • Wang-Landau
  • mixing times
• Deterministic approximation/limit of stochastics process using PDMPs:
  • Modelling and numerical error for chemical reaction network
• Image processing

Softwares

• Wang-Landau: documentation: https://sbl.inria.fr/doc/Wang_Landau-user-manual.html
• HMC with reflections for convex volume computations: documentation: https://sbl.inria.fr/doc/Hamiltonian_Monte_Carlo-user-manual.html
• Graph of mathematical results (from .tex file) very early work, available here, with an example (works best with Firefox and Safari)

Short introduction to Monte Carlo

• with an example of a volume computation algorithm