104學年度第二學期專題討論統計學術演講公告
統計碩士學位學程將於104年3月8日(星期二)舉辦統計學術演講，邀請到政治大學統計系洪英超教授蒞臨演講，
講題：Uniform Distribution and Quasi-Monte Carlo Simulations: Applications and Computational Challenges
講員：洪英超 教授 政治大學統計系
時間：2016年3月8日星期二 下午 3：30 ~ 5：30
地點：臺灣大學博雅教學館408教室
摘要：
The uniform distribution plays a key role in Monte Carlo simulations. It can be utilized to evaluate difficult integrals (such as moments, tail probabilities, etc), serve as a convenient candidate density in important sampling and prior in Bayesian analysis, perform the multivariate KS tests, etc. In this talk I will introduce how to simulate the uniform distribution over a general polyhedral domain (i.e. a region determined by linear constraints). Apart from the probabilistic solution based on random sampling, I will also introduce a deterministic version of the solution called quasi-Monte Carlo methods. The idea is based on the number theoretic construction of points having low “discrepancy” over the input domain, which is recognized as “uniform design” in statistics and has fruitful applications in computer experiments, computer graphics, finance and biology. Finally, I will highlight some computational challenges arising in high-dimensional spaces.
歡迎對於此議題有興趣的師生同仁參加。現場坐位有限，敬請及早報到入場。
聯絡人：張仲凱
聯絡方式：E-mail：ntustat@ntu.edu.tw
TEL：(02) 3366-1481 FAX：(02) 3366-1482