Home page of Peter Mathé

I am working at the Weierstrass Institute for Applied Analysis and Stochastics within the research group Stochastic Algorithms and Non-parametric Statistics.

My research interests focus around the efficiency of numerical methods and include the following:

Complexity of Monte Carlo Methods.
Efficiency of Markov Chain Monte Carlo Methods.
Approximation Theory.
Complexity of ill-posed problems.

These activities are embedded in information-based complexity. Valuable information about this area can be found on the home page of the international organization on the Foundation of Computer Science. I also refer to the home page of the International Conference and Research Center for Computer Science at Dagstuhl, Germany, where periodically Workshops on the complexity of continuous algorithms take place. Let me add some links to personal home pages of major contributors to information-based complexity:

Research is carried out in several projects.

Dynamic Monte Carlo Methods (MCMC)
Efficiency of Ill-posed Problems.

I also offer consulting in fields related to my research activities, and refer to the Consulting page of the institute for more details. Specifically I contribute to the project Block oriented process simulator BOP.

A brief cv.

Current List of Publications.

List of recent publications (since 2001).

Some of the recent publications are available online.

Here is some material for the Seminar Statistics with R.

Return to the Weierstrass Institute home page.

Finally I add some much more private stuff.

For those, who know about the last "Klassentreffen" on June, 14th, 2003, of the Class of 1973 at the Gymnasium in Wittenberge, I add a few pictures, which were taken by Ulf Diete.

You can open the directory with pictures in jpeg-format.

mathe@wias-berlin.de

Last modified: Tue December 21, 2004