About

We are:

Yves Atchadé , Professor of Statistics at Boston University, in the United States of America.

Pierre Jacob , Professor of Statistics at ESSEC Business School, in France.

We started this website when writing the manuscript Unbiased Markov Chain Monte Carlo: what, why and how in 2023, at the invitation of the editors of the 2nd edition of the Handbook of Markov Chain Monte Carlo.

This website is inspired by others that gather resources on specific topics in Monte Carlo:

• Darren Wilkinson’s page on unbiased MCMC.

• Arnaud Doucet’s page on Sequential Monte Carlo, and Pierre Del Moral’s page on Feynman-Kac models.

• Joris Bierkens’ page on Piecewise Deterministic Monte Carlo.

• Wilfrid Kendall’s page on perfect simulation.