Simulation and Monte Carlo Methods (TA)

Teaching assistant for Simulation and Monte Carlo Methods, taught by Prof. Nicolas Chopin at ENSAE, Institut Polytechnique de Paris (Sep 2024 – 2026). The course covers:

• Random variable generation and Monte Carlo simulation
• Estimation error control and variance reduction
• Importance sampling, stratification, and Latin hypercube sampling
• Quasi-Monte Carlo, low-discrepancy sequences, and numerical integration