Monte Carlo and Quasi-Monte Carlo Methods (eBook)

MCQMC 2018, Rennes, France, July 1–6

Bruno Tuffin, Pierre L'Ecuyer (Herausgeber)

eBook Download: PDF

2020 | 1st ed. 2020
XI, 539 Seiten
Springer International Publishing (Verlag)
978-3-030-43465-6 (ISBN)

Infos

?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.

Produkt-Details

• Erscheint lt. Verlag: 1.5.2020
• Reihe/Serie: Springer Proceedings in Mathematics & Statistics
• Reihe/Serie: Springer Proceedings in Mathematics & Statistics
• Zusatzinfo: XI, 539 p. 92 illus., 65 illus. in color.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Informatik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Schlagworte: Complexity and tractability of multivariate problems • Digital nets and lattice rules • discrepancy theory • MC/QMC methods in chemistry, finance, computer graphics, et al. • Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo • Multi-level Monte Carlo • Randomized quasi-Monte Carlo • Rare event simulation • Sequential Monte Carlo and particle methods • Variance reduction methods
• ISBN-10: 3-030-43465-6 / 3030434656
• ISBN-13: 978-3-030-43465-6 / 9783030434656