Description
Monte Carlo and Quasi-Monte Carlo Methods, 1st ed. 2018
MCQMC 2016, Stanford, CA, August 14-19
Springer Proceedings in Mathematics & Statistics Series, Vol. 241
Coordinators: Owen Art B., Glynn Peter W.
Language: EnglishSubject for Monte Carlo and Quasi-Monte Carlo Methods:
Keywords
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; Sequential Monte Carlo
Publication date: 01-2019
Support: Print on demand
Publication date: 07-2018
Support: Print on demand
Description
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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.
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