Monte Carlo and Quasi-Monte Carlo Methods
MCQMC 2016, Stanford, CA, August 14-19
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Beschreibung
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
QMC tutorials by world leading researchers Cutting edge research by top scholars in high dimensional numerical methods Results from the conference series of record for QMC and discrepancy
Autor*in
Art B. Owen
Themen in »Monte Carlo and Quasi-Monte Carlo Methods«
Monte Carlo Quasi-Monte Carlo Markov Chain Monte Carlo Simulation Stochastic Computation Bayesian Computation Graphical Rendering Lattice Rules Probabilistic Numerics Importance Sampling Computational Complexity Cubature Discrepancy Multilevel Monte Carlo Quadrature