B i o g r a p h y

Greetings!  I'm the Fletcher Jones Foundation Professor of Mathematics and Statistics and George R. Roberts Fellow at Claremont McKenna College, which basically means I get to spend a lot of time thinking about new mathematics and better ways to teach existing mathematics.  To me, that's just about the greatest job in the world!

My specialty is in computational probability.  I develop new algorithms for drawing random variates from complex distributions as quickly as possible.  These algorithms have applications in statistics, machine learning, numerical integration, and physics.


I became interested in these sorts of problems while at Cornell University, where I received my PhD in Operations Research under the direction of David Shmoys.  David taught a graduate course in Randomized Algorithms, which got me started.  Then I took a course with Persi Diaconis on Markov chain theory, and the rest is history!

 

I've been very successful in creating new algorithms using probability.  I have a relatively unusual background that is a mix of mathematics, computing and statistics which often gives me a fresh take on old problems and allows me to work in a variety of areas.

 

In addition to my research, I try also to continually push myself to be a better instructor.  Lately that means I've been trying to create educational videos to fill in the gaps for my students, or to introduce new ideas.  Most are posted on YouTube and Vimeo, so take a look and let me know what you think!

© 2020 by Mark Huber

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