Title:  The Magic of Monte Carlo

Jeffrey S. Rosenthal, Professor, Department of Statistics, University of Toronto

Monte Carlo algorithms use repeated randomness to approximately compute complicated high-dimensional quantities.  They are frequently applied to such diverse areas as Bayesian statistics, physical chemistry, medical research, financial modeling, numerical integration, and more.  Using simple graphical simulations, and analogies to casino gambling and coin flipping and public opinion polls, this talk will explain how these algorithms work, and why they are so useful.

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Jeffrey S. Rosenthal is a Professor in the Department of Statistics at the University of Toronto.  He received his BSc from the University of Toronto at the age of 20; his PhD in Mathematics from Harvard University at the age of 24; and tenure in the Department of Statistics at the University of Toronto at the age of 29.  For his research, he was awarded the 2006 CRM-SSC Prize, and also the 2007 COPSS Presidents' Award, the most prestigious honor bestowed by the Committee of Presidents of Statistical Societies.  For his lecturing, he received a Harvard University Teaching Award in 1991, and an Arts and Science Outstanding Teaching Award at the University of Toronto in 1998. Rosenthal is also the author of the bestselling book "Struck by Lightning: The Curious World of Probabilities", and maintains the website www.probability.ca.