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


Short introduction to Monte Carlo

  • with an example of a volume computation algorithm