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
Coordonnateurs : Owen Art B., Glynn Peter W.
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.
QMC tutorials by world leading researchers
Cutting edge research by top scholars in high dimensional numerical methods
Results from the conference series of record for QMC and discrepancy
Date de parution : 01-2019
Ouvrage de 479 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierDate de parution : 07-2018
Ouvrage de 479 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierThème de Monte Carlo and Quasi-Monte Carlo Methods :
Mots-clés :
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