@ Friedrich University Jena Dep. of Mathematics and Computer Science language: english  deutsch

Daniel Rudolf

postdoctoral research fellow at the Institute for Mathematics of the Friedrich Schiller University Jena.
University: Friedrich Schiller University of Jena
Institute for Mathematics
Email: daniel.rudolf (at) uni-jena.de
Phone: +49 3641 9 46111
Fax: +49 3641 9 46102
Office: EAP 2, Room 3539
Adress: Friedrich-Schiller-Universität Jena
Fakultät für Mathematik und Informatik
Institut für Mathematik
Ernst-Abbe-Platz 2
07743 Jena


Bibliothek (FSU Jena)
DFG Priority Program 1324
Research Training Group 1523
LEO Dictionary
Scholar Google
MATH Database (Zentralblatt)
Christoph Aistleitner Josef Dick Aicke Hinrichs Krzysztof Latuszynski Erich Novak Nikolaus Schweizer Björn Sprungk Mario Ullrich Markus Weimar.


Markovketten Monte-Carlo Methoden (2015) [pdf]
Versicherungsmathematik (2014/15)
Markov chain Monte Carlo on general state spaces (2012) [pdf]

Research interests


(see also Articles on arXiv)


4. On the size of the largest empty box amidst a point set,
with Christoph Aistleitner and Aicke Hinrichs,
submitted. [arxiv]
3. Comparison of hit-and-run, slice sampling and random walk Metropolis,
with Mario Ullrich,
submitted. [arxiv]
2. Perturbation theory for Markov chains via Wasserstein distance,
with Nikolaus Schweizer,
submitted. [arxiv]
1. Convergence of hybrid slice sampling via spectral gap,
with Krzysztof Latuszynski,
submitted. [arxiv]

Peer-reviewed publications:

12. On a generalization of the preconditioned Crank-Nicolson Metropolis algorithm,
with Björn Sprungk,
Found. Comput. Math. (accepted) [arxiv]
11. Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo,
with Josef Dick and Houying Zhu,
Ann. Appl. Probab. 26 (2016), 3178-3205. [arxiv]
10. Discussion of "Sequential Quasi-Monte-Carlo Sampling" by Gerber and Chopin,
J. R. Stat. Soc. Ser. B 77 (2015), 570-571. [pdf]
9. Tractability of the approximation of high-dimensional rank one tensors,
with Erich Novak,
Constr. Approx. 43 (2016), 1-13. [arxiv]
8. Error bounds of MCMC for functions with unbounded stationary variance,
with Nikolaus Schweizer,
Stat. Prob. Letters 99 (2015), 6-12. [arxiv]
7. Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo,
with Josef Dick,
Electron. J. Probab. 19 (2014), 1-24. [arxiv]
6. Computation of expectations by Markov chain Monte Carlo methods,
with Erich Novak,
Extraction of Quantifiable Information from Complex Systems, Lecture Notes in Computational Science and Engineering Volume 102 (2014), 397-411. [arxiv]
5. Positivity of hit-and-run and related algorithms,
with Mario Ullrich,
Electron. Commun. Probab. 18 (2013), 1-8. [pdf | arxiv]
4. Hit-and-run for numerical integration,
Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer Proceedings in Mathematics & Statistics Volume 65 (2013), 597-612. [pdf | arxiv]
3. Explicit error bounds for Markov chain Monte Carlo,
Dissertationes Math. 485 (2012), 93 pp. [pdf | arxiv]
2. Error bounds for computing the expectation by Markov chain Monte Carlo,
Monte Carlo Meth. Appl. 16 (2010), 323-342. [pdf | arxiv]
1. Explicit error bounds for lazy reversible Markov chain Monte Carlo,
J. Complexity 25 (2009), 11-24. [pdf | arxiv]
@ Friedrich University Jena Dep. of Mathematics and Computer Science language: english  deutsch