19.07.2024, 10:15 - 11:30
– 2.28.0.108
SFB-Kolloquium
SFB Colloquium with Edriss Titi
Edriss Titi , University of Cambridge
Jonathan Mandt, Generation of random variables. Inversion, Acceptance-Rejection, and Fast Fourier transform.
Konrad Noworyta, Asymptotic output analysis: Normal confidence intervals, Variance-Reduction methods
Svenja Schäffer, Ad hoc generation methods. Box-Muller and Marsaglia algorithms for the normal distribution; Chambers, Mallow and Stuck algorithm for stable ditributions
Florian Hildebrandt, Non-asymptotic output analysis: Gaussian concentration inequalities via the log-Sobolev inequality