Teaching

ENSAE

  • Introduction aux processus: poly

  • simulation and Monte Carlo methods: slides

  • State-space models and sequential Monte Carlo methods: slides

SMC course

  • slides for a short (2-3 hours) introductory course on SMC I gave on several occasions; video recording on one of those courses (at CIRM, Marseille) are available on YouTube: part 1 and part 2