Pierre Jacob visit to University of Bristol

We were delighted to welcome Pierre Jacob, Associate Professor of Statistics at the University of Harvard, to the University of Bristol in March. Pierre delivered lectures for the COMPASS CDT students, which were also open for the staff in the School of Maths to attend.

In his lectures, Pierre covered couplings, total variation and optimal transport. He described the use of couplings in Monte Carlo methods, such as coupling from the past, diagnostics of convergence, and bias removal.

He will also give a lecture later in March, as part of Heilbronn and Jean Golding Institutes’ collaborative Bristol Data Science seminars, entitled ‘Unbiased Markov chain Monte Carlo with couplings.’