Tuesday, 14 May
The University of Queensland, Prentice Building (building 42), Room 216
To better understand randomness it is useful to perform random experiments on a computer. Such "Monte Carlo simulations" are nowadays important ingredients in many scientific investigations.
Have you ever wondered how random numbers and experiments can be produced by a very non-random device such as a computer? Are you sometimes bemused by "financial experts" explaining fluctuations in share prices? Would you like to know how we can use randomness to better search for a needle in a hay stack?
If so, please watch the Prof Dirk Kroese's public lecture from May 2019 at The University of Queensland.
Github site for the lecture: https://github.com/dpkroese/UQPublicLecture19
ABOUT THE SPEAKER
Dirk Kroese is a Professor of Mathematics and Statistics at the School of Mathematics and Physics of the University of Queensland. He is the co-author of several influential books on Monte Carlo simulation, including the Handbook of Monte Carlo methods, Simulation and the Monte Carlo Method, and the Cross-Entropy Method. He is a Chief Investigator in the Australian Research Council Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).