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CECAM Summer School on Sampling High-Dimensional Probability Measures with Applications in (Non)Equilibrium Molecular Dynamics and Statistics, July 2025

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• Introduction to sampling algorithms tutorial slides [PDF]

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Markov chain Monte Carlo course @MIMUW, University of Warsaw. April 2025

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• Lecture 1 slides [HTML]

• Lecture 2 slides [HTML]

• Lecture 3 slides [HTML]

• Lecture 4 slides [HTML]

• Lecture 5 slides [HTML]

• Mathematical Exercises [HTML]

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Miscellaneous Lecture notes

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• Monte Carlo methods (0.5 unit MSc level introductory course) [HTML]

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Research level tutorials

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• Peskun's theorem for MCMC (reading group talk) [HTML]

• Designing MCMC algorithms (reading group talk) [HTML]

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Teaching

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• This year I am teaching STAT0044 'Computational Statistics'. More info here.