Mark Huber, Assistant Professor of Mathematics, Assistant Professor of Statistical Science

Contact Info:

Office Location:	215 Physics
Office Phone:	(919) 660-6970
Email Address:
Web Page:	http://www.math.duke.edu/~mhuber

Education:

B.S. in Mathematics at Harvey Mudd College, 1994 Masters in Operations Research at Cornell University, 1997 Ph.D. in Operations Research at Cornell University, 1999

Specialties:

Probability
Applied Math

Research Interests: Monte Carlo simulation and stochastic computation

Current projects: approximating the permanent, studying speed of covergence for parallel tempering, Markov chains for generating regular graphs, restoration of grayscale images, applications of the Randomness Recycler

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.

Keywords:

perfect simulation • Monte Carlo algorithms • mixing times

Curriculum Vitae

Current Ph.D. Students  

• Sarah Scott  
• Wai (Jenny) J. Law  

Postdocs Mentored

• Ruriko Yoshida (August 26, 2004 - May 31, 2006)  

Recent Publications   (More Publications)

1. M. L. Huber and R. L. Wolpert, Perfect Simulation of Matern Type III Repulsive Point Processes (Submitted, September, 2008)  [abs]
2. M. Huber, Perfect simulation with exponential tails, Random Structures and Algorithms, vol. 33 no. 1 (August, 2008), pp. 29--43, Wiley InterScience  [abs]
3. M. Huber, Spatial Birth-Death-Swap Chains, Bernoulli (Submitted, May, 2008)  [abs]
4. M. Huber, Spatial point processes, in Handbook of MCMC, edited by Brooks, Gelman, Jones, Meng (Accepted, April, 2008)
5. M. Huber and J. Law, Fast approximation of the permanent for very dense problems, in Proceedings of the nineteenth annual ACM-SIAM Symposium on Discrete Algorithms (2008), pp. 681--689, SIAM, Philadelphia, PA, USA  [abs]