Hello,
With this email, we would like to welcome you to the MCAA course! Here is a quick summary of the course:
- in the first part of the semester, you will see with Olivier fundamentals of Markov chains, ranging from the classical ergodic theorem to unexpected applications of the theory to card shuffling;
- in the second part of the semester, you will see with Nicolas algorithmic applications of Markov chains, in the particular the renowned Markov Chain Monte-Carlo method designed to solve efficiently hard optimization problems, and you will also perform a mini-project on this topic.
Looking forward to meeting you on next Tuesday, September 9, at 8:15 AM in room BS 260 (watch out that this room is at the other end of the campus, with respect to the IN building).
All the best,
Nicolas and Olivier
