Room 318, School of Arts and Sciences
Central Campus
Monte Carlo methods use repeated random sampling for solving a wide array of complex problems and have become indispensable tools across diverse scientific and engineering disciplines. This talk will delve into the wide-ranging applications of Monte Carlo techniques, ranging from statistical mechanics to finance, biological and social sciences and machine learning. The talk will begin with a brief introduction to the core concepts underlying Monte Carlo methods. Key techniques such as importance sampling and Markov Chain Monte Carlo will be discussed before highlighting diverse contemporary applications.
Vivekananda Roy is a professor in the Department of Statistics at lowa State University. He currently serves as an associate editor for three statistics journals: the Electronic Journal of Statistics, the Journal of Computational and Graphical Statistics, and Sankhya, Series B. His research interests include Markov chain Monte Carlo, importance sampling, high-dimensional data analysis, model selection, and Bayesian methods.
