This is the website version of the projected I created for the Master 2 course "Simulation Methods for Generative Models" at Sorbonne University. The article studied for this project is "Transport map accelerated Markov chain Monte Carlo" by Matthew Parno and Youssef Marzouk. The project involved an introduction to the concept of transport maps, a comprehensive study of the articl studiede, and implementation of its algorithm. The implemented algorithm was then compared with the Metropolis-Hastings algorithm.
You can view the project here.
A pdf version is also available here.