Mark Huber, Assistant Professor of Mathematics and Statistical Science
- Contact Info:
- 228 Physics Bldg.
- 919 660-6970
- mark.huber@duke.edu
- Personal Web Page:
- http://www.math.duke.edu/~mhuber
- Office Hours:
- Fall 2003: Mon. 2:00-3:00, Tues. 11:00-12:00, Tues. 4:00-5:00
- Education:
- Doctorate of Philosophy, Cornell University, 1999
- BS, Harvey Mudd College, 1994
- Research Interests: Monte Carlo simulation and stochastic computation
For high dimensional problems, Monte Carlo samples are a fast way to estimate integrals without the need to construct grids with exponentially many points. Within Monte Carlo simulation, my primary area of expertise is perfect sampling, algorithms that generate random variates from a variety of distributions that are interesting from either a theoretical or pratical point of view.
- Recent Publications
(More Publications)
- M. Huber. "Perfect simulation with exponential tails." Random Structures and Algorithms 33.1 (August, 2008): 29--43. [abs]
- M. Huber and J. Law. "Fast approximation of the permanent for very dense problems." Proceedings of the nineteenth annual ACM-SIAM Symposium on Discrete Algorithms (2008): 681--689. [abs]
- M. Huber. "Perfect simulation for image restoration." Stochastic Models 23.3 (August, 2007): 475--487. [abs]
- D. B. Woodard, S. Schmidler, and M. Huber. "Conditions for Torpid Mixing of Parallel and Simulated Tempering on Multimodal Distributions." Stochastic Processes and their Applications (Submitted, 2007).
- D. B. Woodard, S. C. Schmidler and M. Huber. "Conditions for Rapid Mixing of Parallel and Simulated Tempering on Multimodal Distributions." Annals of Applied Probability (Submitted, 2007).
Curriculum Vitae