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
16 Mar 2022 [presentation slides]
Robust Estimation of Monte Carlo Data
SDSU Statistics Colloquium
San Diego, California, USA
26 Jan 2022 [presentation slides]
Stitching for faster sampling
CCMS Colloquium
Claremont, California, USA
15 Oct 2019 [presentation slides]
Robust Estimators for Monte Carlo Data
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
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