We’re are delighted to welcome Pierre Jacob, Associate Professor of Statistics at Harvard University, to the University of Bristol in March.
Pierre will be delivering lectures for the COMPASS CDT students but all staff in the School of Maths are welcome to attend.
Title: Couplings and Monte Carlo
In his lectures, Pierre will cover couplings, total variation and optimal transport. He will describe the use of couplings in Monte Carlo methods, such as coupling from the past, diagnostics of convergence, and bias removal.
This event is sponsored by COMPASS – EPSRC Centre for Doctoral Training in Computational Statistics and Data Science.
Eric Moulines from Ecole Polytechnique is visiting University of Bristol and the School of Mathematics in January 2020. He will present a mini-series of lectures.