Pierre Jacob – Couplings and Monte Carlo

19 Feb 2020, by ablahatherell in Events

Thursday 5th March 2020, 11:00-14:00

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.

The lectures will take place in room LG.22, Fry Building. The schedule is as follows:

Lecture one: 11:00-12:00

Lunch: 12:00-13:00 (lunch for PhD and COMPASS students will be provided, staff are welcome to attend and bring their own)

Lecture two: 13:00-14:00

If you would like to attend, please register by filling in this registration form.

This event is sponsored by COMPASS – EPSRC Centre for Doctoral Training in Computational Statistics and Data Science.