Math @ Duke

Mark Huber, Assistant Professor of Mathematics and Statistics
Please note: Mark has left the Mathematics department at Duke University; some info here might not be up to date.  Contact Info:
 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)
 M. L. Huber and R. L. Wolpert, Perfect Simulation of Matern Type III Repulsive Point Processes
(Submitted, September, 2008) [abs]
 M. Huber, Perfect simulation with exponential tails,
Random Structures and Algorithms, vol. 33 no. 1
(August, 2008),
pp. 2943, Wiley InterScience [abs]
 M. Huber, Spatial BirthDeathSwap Chains,
Bernoulli
(Submitted, May, 2008) [abs]
 M. Huber, Spatial point processes,
in Handbook of MCMC, edited by Brooks, Gelman, Jones, Meng
(Accepted, April, 2008)
 James A. Fill, Mark L. Huber, Linear expected time perfect generation of proper colorings of low degree graphs
(Preprint, 2008) [abs]


dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821
 
Mathematics Department
Duke University, Box 90320
Durham, NC 277080320

