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