Monte Carlo and Quasi-Monte Carlo Methods
MCQMC 2018, Rennes, France, July 1–6
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Beschreibung
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 and computer graphics.
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 and computer graphics.
Recent advances on Monte Carlo (MC) methods and their application Prime source of information on quasi-Monte Carlo (QMC) methods and their randomized versions Covers applications of MC and QMC in statistics, automatic learning, finance, physics, partial differential equations, etc
Autor*in
Bruno Tuffin
Themen in »Monte Carlo and Quasi-Monte Carlo Methods«
Multi-level Monte Carlo Complexity and tractability of multivariate problems Discrepancy theory Sequential Monte Carlo and particle methods Digital nets and lattice rules Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo Rare event simulation Randomized quasi-Monte Carlo Variance reduction methods MC/QMC methods in chemistry, finance, computer graphics, et al.