Speaker: Gleb Smirnov
Affiliation: Australian National University (Canberra)
Abstract
It is a classical fact in probability that a set of n independent random points in [0,1] has star discrepancy (aka Kolmogorov-Smirnov statistic) of order O(1/sqrt(n)). In this talk, we shall see how to improve the discrepancy to O(1/m) by moving at most O(m) points. Roughly put, upon observing a sample of random points, we can move about 1% to make the sample look like a uniform grid. The proof is constructive and consists of a simple, data-adaptive algorithm with small time complexity. This is a joint work with Roman Vershynin.
About Maths Colloquium
The Mathematics Colloquium is directed at students and academics working in the fields of pure and applied mathematics, and statistics.
We aim to present expository lectures that appeal to our wide audience.
Information for speakers
Information for speakers
Maths colloquia are usually held on Mondays, from 2pm to 3pm, in various locations at St Lucia.
Presentations are 50 minutes, plus five minutes for questions and discussion.
Available facilities include:
- computer
- data projector
- chalkboard or whiteboard
To avoid technical difficulties on the day, please contact us in advance of your presentation to discuss your requirements.