This semester I am teaching MATH 340. Course details can be found on Canvas.
My research is centered on the use of Monte Carlo methods for optimization, numerical integration, and the sampling of probability distributions. Monte Carlo approaches are among the most promising for complex problems that arise in physics, biology, machine learning, and elsewhere.
I am especially interested in the role of rare events in such systems.
Some of my research is on genetic algorithms for sampling rare events.
These are Monte Carlo methods based on "survival of the fittest."
I am also interested in uncertainty quantification and Bayesian inference. See some of my recent publications below.