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.
School of Mathematics and Statistics, UNSW Sydney NSW 2052, Telephone: (+61 02) 9385 7111 CRICOS Provider Code 00098G; AUTHORISED BY Head, School of Mathematics and Statistics
Data Generated: 24-NOV-2009_01:37:15_AM