Dr. Daniel Rudolf
postdoctoral research fellow at the Mathematical Institute,member of the research group of Prof. Dr. Erich Novak.
| University: |
Friedrich Schiller University of Jena
Mathematical Institute |
| Email: | daniel.rudolf (at) uni-jena.de |
| Phone: | +49 3641 9 46111 |
| Fax: | +49 3641 9 46102 |
| Office: | EAP 2, Room 3539 |
| Adress: | FSU Jena Fakultät für Mathematik und Informatik Mathematisches Institut Ernst-Abbe-Platz 2 D-07743 Jena Germany |
Research interests:
- Monte Carlo methods, Quasi Monte Carlo methods
- Markov chain Monte Carlo, Metropolis algorithm
- Random walks (hit-and-run, ball walk)
Links:
Publications:
| Papers: | |
| • Error bounds for computing the expectation by Markov chain Monte Carlo, | |
| Monte Carlo Methods and Applications 16 (2010), 323-342. [pdf | arxiv] | |
| • Explicit error bounds for lazy reversible Markov Chain Monte Carlo, | |
| Journal of Complexity 25 (2009), 11-24. [pdf | arxiv] | |
| PhD thesis: | |
| • Explicit error bounds for Markov chain Monte Carlo, | |
| to appear in Dissertationes Mathematicae, [pdf | arxiv] | |
| Diploma: | |
| • Monte-Carlo-Integration mit einer unbekannten Dichte, (2007). |
Talks:
| Conferences: | ||
| • | February 2012, Sydney, Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2012). | |
| Hit-and-run for numerical integration. | ||
| • | July 2011, Budapest, Foundations of Computational Mathematics (FoCM2011). | |
| Error bounds for the integration with respect to log-concave densities. [pdf] | ||
| • | August 2010, Warsaw, Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2010). | |
| Explicit error bounds of Markov chain Monte Carlo. [pdf] | ||
| • | September 2009, Dagstuhl, Algorithms and Complexity for Continuous Problems. | |
| Explicit error bounds for reversible Markov Chain Monte Carlo Methods. [pdf] | ||
| • | September 2009, Brussels, IMACS Seminar on Monte Carlo Methods (MCM2009). | |
| Explicit Error Bounds for reversible Markov Chain Monte Carlo Methods. [pdf] | ||
| • | July 2008, Montreal, Monte Carlo and Quasi-Monte Carlo Methods (MCQMC2008). | |
| Explicit Error Bounds for Markov Chain Monte Carlo Methods. [pdf] | ||
| Some workshops: | ||
| • | June 2011, Bonn, Workshop on High-Dimensional Approximation (HDA2011). | |
| Error bounds for the integration with respect to log-concave densities. | ||
| • | July 2010, Jena, 54. Approximationstag. | |
| Numerical integration based on Markov chains. | ||
| • | July 2010, Sigmundsburg, Workshop Analysis. | |
| Numerical integration based on Markov chains. | ||
| • | January 2010, Toruń and Warsaw, Stochastic seminar. | |
| Explicit error bounds for reversible Markov Chain Monte Carlo Methods. [pdf] | ||
| • | November 2009, Berlin, Annual meeting of the DFG priority program 1324. | |
| Explicit Error Bounds for reversible Markov Chain Monte Carlo Methods. [pdf] | ||
| • | September 2009, Jena, Sporadic Seminar. | |
| Explicit Error Bounds for reversible Markov Chain Monte Carlo Methods. | ||
| • | October 2008, Darmstadt, Open seminar of the stochastic group. | |
| Markov Chain Monte Carlo - Explizite Fehlerschranken. [pdf] | ||
| • | May 2008, Berlin, Seminar at the WIAS. | |
| Explicit Error Bounds for lazy reversible Markov Chain Monte Carlo | ||
| • | February 2008, Jena, Seminar function spaces. | |
| Explicit Error Bounds for Markov Chain Monte Carlo Methods. | ||
| • | May 2007, Sigmundsburg, Workshop Analysis. | |
| Monte-Carlo-Integration mit einer unbekannten Dichte. |
@ Friedrich-Schiller-University Jena Department of Mathematics and Computer Science language: english deutsch
