Downloads

Here you can find documentation related to the school.

• Metropolis Integration Schemes for Self-Adjoint Diffusions, Multiscale Modeling & Simulation, Vol. 12, No. 2, pp. 781-831, 2014.
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations, arXiv:1502.05034, 2015.


• GENERAL INFORMATION.

Slides of short talks

• A fast MCMC method in eddy-current testing for flaw characterization, by Caifang Cai.
• Extra Chance in Monte Carlo, by Cédric M. Campos.