Aaron Smith

Department of Mathematics
Stanford University
450 Serra Mall, Building 380
Stanford, CA 94305

Office: 380M
E-mail Address: asmith3 [at] math [dot] stanford [dot] edu


About
I'm a fifth year math graduate student at Stanford University. My thesis advisor is Persi Diaconis . I've spent most of my time at Stanford studying Markov chain Monte Carlo , though I am interested in other areas of probability, statistics, and computing. My three main projects deal with functions of Markov chains, the use of non-Markovian couplings to study Gibbs samplers on high-dimensional spaces, and the cutoff phenomenon for random Markov chains. Some of my favorite side projects include perfect sampling for functions of Markov chains, and rigorous convergence diagnostics, and would love to hear from anyone interested in either topic.

Research
[1] Explicit Yamabe Flow of an Asymmetric Cigar, with R. McCann and A. Burchard . Methods Appl. Anal. 15 (2008) 65-80

The result of an NSERC USRA at University of Toronto. We get a pretty good description of what happens to a family of conformally flat manifolds under the Yamabe flow.

[2] A Gibbs Sampler on the n-Simplex . Submitted.

Answers this question in the affirmative, using a pretty explicit non-Markovian coupling as the main tool. Includes a discussion of the relationship to coupling from the past .

[3] Analysis of Convergence Rates of some Gibbs Samplers on Continuous State Spaces . Submitted.

This paper contains analyses of two Gibbs samplers on high-dimensional Euclidean space. The first generalizes the paper above as well as two papers on Gibbs samplers written by Dana Randall and Peter Winkler. The second demonstrates the use of some path-coupling techniques that don't work on discrete spaces.

[4] Cutoff Phenomenon for Random Birth and Death Chains. In progress (draft available on request).

This paper was inspired by "Random doubly stochastic tridiagonal matrices" by Diaconis and Wood. They study mixing time and lack of cutoff for random birth and death chains with uniform stationary distributions. I use coupling techniques rather than their more precise algebraic techniques to extend these analyses to a wide variety of stationary distributions, including families which do exhibit cutoff with probability 1. I also discuss other measures on random chains, geometries other than the path, and analyze a new perfect sampling algorithm for random birth and death chains.

[5] Probability Waves and Random Walks on Upper Triangular. In progress (draft available on request).

I discuss a random walk on upper-triangular matrices over finite fields with p elements. The paper focuses on the evolution of the top right-hand entry of the matrix, and confirms a conjecture about its mixing as $p$ goes to infinity.


CV
My CV , last updated Aug. 28, 2011.

Research Statement
Long Research Statement. Short version to come soon.

Teaching
Not teaching right now.