Dr Josef Dick is a Professor and Deputy Head in the School of Mathematics and Statistics, UNSW.
Dr Dick’s main research interests relate to numerical integration and, in particular, quasi-Monte Carlo rules. His research uses a variety of techniques from number theory, abstract algebra (finite fields in particular), discrepancy theory, wavelet theory and statistics, for the rigorous analysis of practical algorithms for computational problems. He also often provides implementation of his algorithms in Matlab to bridge the gap between theory and applications of his work. He has successfully applied his ideas to point distributions on the unit cube for use in numerical integration algorithms, completely uniformly distributed sequences for Markov chain quasi-Monte Carlo algorithms and, most recently, to explicit constructions of uniformly distributed points on the sphere.
Quasi-Monte Carlo methods
Markov chain Monte Carlo
Please contact me via email if you are interested in working with me. It would be helpful if you could also describe your interests and background in numerical analysis, number theory, algebra, or statistics.
Math3311/5335 Mathematical Computing for Finance
Editor Journal of Complexity and Journal of Approximation Theory