Sampling high dimensional probability measures is a key issue in various scientific fields, including molecular dynamics and computational statistical physics (with applications in physics, chemistry, materials science and computational biology), as well as statistics (in particular Bayesian statistics) and more recently machine learning. In order to train a new generation of scientists to these questions, a summer school is organized at CERMICS from Monday, September 25 to Friday, September 29. The training includes in particular various hands-on sessions, mostly in the programming language Julia. The event is organized by Alessandra Iacobucci (Univ. Paris Dauphine) and Gabriel Stoltz (CERMICS), in the framework of the ANR project SINEQ, and also benefits from funding from the ERC Synergy EMC2.