Monte Carlo and Quasi-Monte Carlo Methods (eBook)

MCQMC 2020, Oxford, United Kingdom, August 10–14

Alexander Keller (Herausgeber)

eBook Download: PDF

2022 | 1st ed. 2022
XVI, 311 Seiten
Springer International Publishing (Verlag)
978-3-030-98319-2 (ISBN)

Infos

This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. 

This book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in statistics, machine learning, finance, and computer graphics, offering information on the latest developments in Monte Carlo and quasi-Monte Carlo methods and their randomized versions.

Produkt-Details

• Erscheint lt. Verlag: 20.5.2022
• Reihe/Serie: Springer Proceedings in Mathematics & Statistics
• Reihe/Serie: Springer Proceedings in Mathematics & Statistics
• Zusatzinfo: XVI, 311 p. 69 illus., 53 illus. in color.
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: Control variates • Density Estimation • light transport simulation • Low-discrepancy sequences • Markov chain Monte Carlo (MCMC) • MCQMC • Monte Carlo • Neural networks • quasi-Monte Carlo • quasi-Monte Carlo software • randomized algorithms • Sampling • Stochastic Simulation • variance reduction
• ISBN-10: 3-030-98319-6 / 3030983196
• ISBN-13: 978-3-030-98319-2 / 9783030983192