@ 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
Germany

Links

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

Teaching

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

Research interests

Publications

(see also Articles on arXiv)

Preprints:

5. On the size of the largest empty box amidst a point set,
with Christoph Aistleitner and Aicke Hinrichs,
submitted. [arxiv]
4. Comparison of hit-and-run, slice sampling and random walk Metropolis,
with Mario Ullrich,
submitted. [arxiv]
3. On a generalization of the preconditioned Crank-Nicolson Metropolis algorithm,
with Björn Sprungk,
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:

11. Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo,
with Josef Dick and Houying Zhu,
Ann. Appl. Probab. (accepted). [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. (in press). [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