Monte Carlo and Quasi-Monte Carlo Methods
MCQMC 2022, Linz, Austria, July 17–22
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Beschreibung
This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. 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 highly active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, in particular arising in finance, statistics and computer graphics.
This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. 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 highly active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, in particular arising 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
Aicke Hinrichs
Themen in »Monte Carlo and Quasi-Monte Carlo Methods«
Monte Carlo methods quasi-Monte Carlo methods, numerical algorithms numerical integration simulation high-dimensional problems distributed sequences information-based complexity discrepancy theory scientific computing data analysis