Explores explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems, covering optimization, sampling, and numerical experiments.
Explores Monte Carlo techniques for sampling and simulation, covering integration, importance sampling, ergodicity, equilibration, and Metropolis acceptance.
Outlines the Master in Computational Science and Engineering program at EPFL, detailing its structure, projects, and career opportunities for graduates.
Explores computing density of states and Bayesian inference using importance sampling, showcasing lower variance and parallelizability of the proposed method.