Algebraic methods for Markov Chain Monte Carlo and quasi-Monte Carlo. In an increasingly complex world, the requirements on computational methods for solving real world problems from areas like statistics, finance, economics, physics and others are also constantly increasing. The results from this project will significantly improve existing computational methods, thereby helping to solve existing computational challenges and further strengthening Australia's reputation as a leading scientific lo ....Algebraic methods for Markov Chain Monte Carlo and quasi-Monte Carlo. In an increasingly complex world, the requirements on computational methods for solving real world problems from areas like statistics, finance, economics, physics and others are also constantly increasing. The results from this project will significantly improve existing computational methods, thereby helping to solve existing computational challenges and further strengthening Australia's reputation as a leading scientific location. The research carried out will be in collaboration with international experts, creating and strengthening existing ties of Australian research institutions with other world class research institutes overseas.Read moreRead less
High dimensional problems of integration and approximation. In many applications, notably financial mathematics, problems of
integration and approximation of functions in very high dimensions
are of great interest. By finding modern mathematical solutions to
these problems, we will therefore contribute to Australia's future
success in developing innovative technologies for industrial and
economic applications. By researching at an internationally
competitive level and by cooperating with i ....High dimensional problems of integration and approximation. In many applications, notably financial mathematics, problems of
integration and approximation of functions in very high dimensions
are of great interest. By finding modern mathematical solutions to
these problems, we will therefore contribute to Australia's future
success in developing innovative technologies for industrial and
economic applications. By researching at an internationally
competitive level and by cooperating with international experts, we
will have a share in further strengthening the excellent role of
Australian research institutions within the international scientific
community in mathematics and scientific computing.Read moreRead less
Computer Assisted Research Mathematics and its Applications. The mathematics community will benefit from infusion of new computer-assisted techniques and modalities for research and training post-graduate students, both from my pure research project and through development of an associated research centre. Ultimately, this should also help more school students learn mathematics well and so play a part in addressing Australia's skill shortage. Also, the work on optimization algorithms promises to ....Computer Assisted Research Mathematics and its Applications. The mathematics community will benefit from infusion of new computer-assisted techniques and modalities for research and training post-graduate students, both from my pure research project and through development of an associated research centre. Ultimately, this should also help more school students learn mathematics well and so play a part in addressing Australia's skill shortage. Also, the work on optimization algorithms promises to improve the performance and quality of many practical signal reconstruction methods. These are used by varied Australian industries from telecommunication to mining and by researchers in the digital arts and fields such as astronomy, physics, chemistry, bioscience, geoscience, engineering and medicine.Read moreRead less