Teaching
Mini-lectures given at the meeting of the ANR Stab which took place at Paris
in November 25-27, 2015:
On links between quantitative ergodicity and absorption
The draft (in PalucheTeX) of the lectures given at the IFCAM Summer School in Bangalore (India) in July 2014. They presented stochastic some algorithms finding Fréchet means on Riemannian manifolds (joint work with Marc Arnaudon), as well as the principles of simulated annealing on which they are based:
On the convergence of stochastic algorithms
All the structural preliminaries (except French) needed about finite time-inhomogeneous Markov processes before working seriously with them: Markov property, canonical set of trajectories, generators, semi-groups, invariant and reversible measures, martingale problems, Girsanov’s type transformations, probabilistic construction, the example of generalized simulated annealing etc.: