Nathan Kirk
Nathan Kirk
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Researcher in Computational Mathematics and Statistics
Illinois Institute of Technology, Chicago
My name is Nathan Kirk, Senior Researcher at the Department of Applied Mathematics at the Illinois Institute of Technology, Chicago. Before that, I was a researcher in the Department of Statistics and Actuarial Sciences at University of Waterloo, Canada. I finished a PhD in Mathematics at Queen's University Belfast, Northern Ireland in 2023.
In January 2026, I will join the School of Mathematics and Statistics at the University of St Andrews as Associate Lecturer of Statistics.
My main research interest for the past number of years remains the optimization of sampling methodologies, particularly using ideas from state-of-the-art machine learning  algorithms. Specifically, I am primarily interested in optimized quasi-Monte Carlo sampling schemes which are, in some sense, representative of the underlying distribution. Additionally, I am increasingly involved with my collaborators on investigating what optimized sampling procedures can lend to problems from wider fields including algebraic statistics, and problems where uncertainty must be quantified, e.g., cardiology, nuclear fusion and finance.
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Recent News
January 2026: Incoming Associate Lecturer of Statistics at the University of St Andrews.
July 2025: Together with Fred Hickernell and other colleagues from Illinois Tech, we organize the 15th International Conference on Monte Carlo Methods (MCM). Over 200 participants were in attendence at Illinois Tech with around 150 talks including 8 plenary talks from international speakers. MCM 2027 will be hosted in Passau.
October 2024: Awarded several hundred GPU node hours on Argonne National Laboratory's Sophia Computer through the ALCF Directors Discretionary Allocation supporting my research using deep learning machine learning models.
September 2024: Our article "Message-Passing Monte Carlo: Generating low-discrepancy point sets via graph neural networks" is accepted in Proceedings of the National Academy of Sciences of the United States of America (PNAS).
August 2024: Together with colleagues Christiane Lemieux and Ben Feng, we organize the primary quasi-Monte Carlo methods conference, MCQMC 2024, at the University of Waterloo. Over 150 participants will be in attendence. MCQMC 2026 was announced and is to be held at University of Edinburgh in June 2026.
August 2024: Begin new role as Senior Research Associate in the Department of Applied Mathematics at Illinois Institute of Technology in Chicago, USA, mentored by Prof. Fred Hickernell.
September 2023: Begin new role as Postdoctoral Research Fellow at the University of Waterloo, mentored by Prof. Christiane Lemieux.
June 2023: Successfully defend my PhD thesis "Several Problems in Discrepancy Theory" with examiners Prof. Martin Mathieu and Markus Kiderlin at Queen's University Belfast, Northern Ireland.
September-October 2022: Visiting PhD student at the University of Waterloo with Prof. Christiane Lemieux.
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