17.10.2025, 11:00
– Campus Golm, Building 9, Room 2.22 and via Zoom
Arbeitsgruppenseminar Analysis
TBA
Rosa Preiss (TU Berlin)
Jonathan Mandt, Generation of random variables. Inversion, Acceptance-Rejection, and Fast Fourier transform.
Konrad Noworyta, Asymptotic output analysis: Normal confidence intervals, Variance-Reduction methods
Svenja Schäffer, Ad hoc generation methods. Box-Muller and Marsaglia algorithms for the normal distribution; Chambers, Mallow and Stuck algorithm for stable ditributions
Florian Hildebrandt, Non-asymptotic output analysis: Gaussian concentration inequalities via the log-Sobolev inequality