P e r f e c t   S i m u l a t i o n

In July of 2018 I gave four lectures at the University of Warwick during a summer school in Computational Statistics.  These lectures where designed to introduce the participants to Perfect Simulation and Perfect Integration methods.  

Lecture 1:  What is perfect simulation? [presentation slides]

Lecture 2:  Coupling from the past and the Fundamental Theorem [presentation slides]

Lecture 3:  Dominated CFTP and coupling uniforms [presentation slides]

Lecture 4:  Perfect integration [presentation slides]

T a l k s

15 Oct 2019 [presentation slides]

Robust Estimators for Monte Carlo data St

Department of Statistics Colloquium, Stanford University

Stanford, California, USA

4 Jul 2018 [presentation slides]

Improved Light Tailed Sample Averages for Robust Estimation of the Mean 

Monte Carlo and Quasi-Monte Carlo

Rennes, France

13 Jan 2018 [presentation slides]

Linear time perfect simulation for locally weak Markov Random Fields 

Joint Mathematics Meetings

San Diego, California, USA

30 Dec, 2017 [presentation slides]

Fast user-specified relative error estimates

International IISA conference invited talk

Hydrabad, India

27 Jul 2017 [presentation slides]

Linear time perfect simulation for locally weak Markov Random Fields 

LPS-EPSRC:  Markov Processes, Mixing Times and Cutoff

Durham, UK

18 Jul 2017 [presentation slides]

Linear time perfect simulation for locally weak Markov Random Fields 

61st World Statistics Congress

Marrakech, Morocco

6 Jul 2017 [presentation slides]

A faster estimate with user-specified error for the mean of
bounded random variables

International Conference on Monte Carlo Methods and Applications (MCM)

Montréal, Québec, Canada

3 Jun 2017 [presentation slides]

Monte Carlo methods for high dimensional integation

Plenary talk, Southern California Applied Mathematics Seminar

Irvine, CA, USA

10 Mar 2017 [presentation slides]

Fast user-specified relative error estimates

Duke University Statistics Seminar

Durham, NC, USA

1 Nov 2016 [presentation slides]

How to roll a five sided die 

Atul Vyas Memorial Lecture

Claremont, USA

16 Aug 2016 [presentation slides]

Monte Carlo with user-specified error 

12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

Stanford University, USA

8 July, 2016 [presentation slides]

A Bernoulli Factory using the Fundamental Theorem of Perfect Simulation 

Retrospective Monte Carlo Workshop

University of Warwick

Coventry, UK

24 June, 2016 [presentation slides]

The Fundamental Theorem of Perfect Simulation

Statistics Seminar

Technische Universität Dortmund

Dortmund, Germany

29 Feb, 2016 [presentation slides]

An estimate for the probability of heads on a coin whose relative error is independent of the true value

Applied Mathematics Seminar

Claremont, USA

19 Feb, 2016 [presentation slides]

Using video for classes

CPET Landscape of Educational Technology for Liberal Arts Education

Claremont, USA

31 Jan, 2016 [pdf]

A new way of estimating the probability of heads on a coin

Claremont Math Weekend

Claremont, USA

 

12 Nov, 2015 [pdf]

Humanistic Mathematics: A Philosophy, a Journal, and a Community

Claremont Colleges Library Discourse Series

Claremont, USA 

 

2 Dec, 2014
Using Partially Recursive Acceptance Rejection  for self-organizing lists

Algebra, Number Theory & Combinatorics Seminar

Claremont, USA

 

2 Oct 2014 [pdf]

Obtaining relative error of estimates without the Central Limit Theorem
Satistics Colloquium

University of Florida

Gainesville, USA

 

3 Sept 2014 [pdf]

Building a better Bernoulli Factory
Mathematics Colloquium

University of Southern California

Los Angeles, USA

11 April 2014

Using instructional videos in and out of the classroom
Strategic Educational Technology Summit

Claremont McKenna College

Claremont, USA

19 March 2014

An Estimate for the Chance of Heads on a Coin [pdf]
Mathematics and Computer Science Colloqium

University of Missouri, St. Louis

St. Louis, USA

3 March 2014

You won't believe this simple trick that speeds up estimation by a factor of 4!

Algebra, Number Theory, and Combinatorics Seminar

Claremont Center for Mathematical Sciences

Claremont, USA

14 Jan 2014

Perfect simulation for image analysis [pdf]

Fifth IMS-ISBA Joint Meeting:  MCMSki IV

Chamonix, France

9 Nov 2013

The Monty Hall Problem [pdf]
Gateway to Exploring Mathematical Sciences (GEMS)

Claremont, USA

2 Nov 2013

Fast approximation algorithms for partition functions of Gibbs distributions [pdf]

Markov chain Theory and Methodology

AMS Western Sectional Meeting

Riverside, USA

 

1 Nov 2013

An unbiased estimator for the probability of heads with relative error independent of $p$ [pdf]

University of Kentucky Statistics Seminar

Lexington, USA

6 Aug 2013

Controlled error for combinatorial structures [pdf]

Developments in MCMC Methodology

Joint Statistics Meeting

Montreal, Canada

27 June 2012

Fast approximation algorithms for partition functions of Gibbs distributions [pdf]

World Meeting of ISBA

Kyoto, Japan

24 May 2012

Fast approximation algorithms for partition functions of Gibbs distributions [pdf]

Statistics and Biostatistics Seminar

The Ohio State University

Columbus, USA

 

29 Nov 2011

Perfect simulation of repulsive point processes [pdf]

Statistics Speakers Series

UCLA Department of Statistics,

Los Angeles, USA

13 Oct 2011

Partially Recursive Acceptance Rejection [pdf]

Mathematics and Computer Science Colloquium

University of Missouri St. Louis

St. Louis, USA

© 2020 by Mark Huber

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