| | | | | | | |  | | | Frances Kuo | | | | Queen Elizabeth 2 Fellow Arc | | | | Office | Room
4077 ,
The Red Centre | | Phone | 9385 7082 | | Email | f.kuo@unsw.edu.au |
| | RESEARCH INTERESTS | | | | Quasi-Monte Carlo methods for high-dimensional numerical integration and approximation, information-based complexity, applications in mathematical finance and statistics. | | | | TEACHING DUTIES | | | - MATH1081 Discrete Mathematics (2008)
- MATH1131 Mathematics 1A (2006, 2007)
- MATH3101 Computing Methods for Differential Equations (2004, 2005)
| | | | EXTERNAL | | | | ARC MASCOS Associate Investigator | | | | AWARDS | | | | 2003 inaugural Information-Based Complexity Young Researcher Award | | | | RECENT GRANTS | | | - ARC Queen Elizabeth II Fellowship, Discovery Project "Innovative methods for very high dimensional problems" (2007 - 2011)
- UNSW Vice-Chancellors' Postdoctoral Fellowship (2004 - 2006)
| | | | SELECTED PUBLICATIONS | | | - F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski,
On the power of standard information for multivariate approximation
in the worst case setting,
Journal of Approximation Theory, 158, 97 - 125 (2009).
- M. Giles, F. Y. Kuo, I. H. Sloan, and B. J. Waterhouse,
Quasi-Monte Carlo for finance applications,
ANZIAM Journal, 50 (CTAC2008), C308 - C323 (2008).
- S. Joe and F. Y. Kuo,
Constructing Sobol sequences with better two-dimensional projections,
SIAM Journal on Scientific Computing, 30, 2635 - 2654 (2008).
- F. Y. Kuo, W. T. M. Dunsmuir, I. H. Sloan, M. P. Wand, and R. S. Womersley,
Quasi-Monte Carlo for highly structured generalized response models,
Methodology and Computing in Applied Probability, 10, 239 - 275 (2008).
- F. Y. Kuo, G. W. Wasilkowski, and H. Wozniakowski,
Multivariate L-infinity approximation in the worst case setting over
reproducing kernel Hilbert spaces,
Journal of Approximation Theory, 152, 135 - 160 (2008).
- F. Y. Kuo, I. H. Sloan, and H. Wozniakowski,
Lattice rule algorithms for multivariate approximation in the average
case setting,
Journal of Complexity, 24, 283 - 323 (2008).
- J. Dick, P. Kritzer, and F. Y. Kuo,
Approximation of functions using digital nets,
Monte Carlo and Quasi-Monte Carlo Methods 2006
(S. Heinrich, A. Keller, and H. Niederreiter, eds.), 275 - 297 (2008).
| | | | FURTHER INFORMATION | | | |
More information on
Frances Kuo
can be obtained by looking at
her
personal web page
or by contacting
her directly.
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