Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 /: MCQMC 2016, Stanford, CA, August 14-19. (2018)

• Record Type: Book
• Other Titles: MCQMC 2016
• Further Information: Note: Art B. Owen, Peter W. Glynn, editors.
• Editors: Owen, Art B; Glynn, Peter W
• Other Names: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, 12th
• Contents: Part I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error -- Pierre L'Ecuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners -- Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coefficients - an Overview and Tutorial -- Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavin-based Multilevel Monte Carlo Estimators for Densities of Max-stable Processes -- Nicolas Chopin and Mathieu Gerber, Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes -- Frances Y. Kuo and Dirk Nuyens, Hot New Directions for Quasi-Monte Carlo Research in Step with Applications -- Saul Toscano-Palmerin and Peter I. Frazier, Stratified Bayesian Optimization -- Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnady's Problem, the Transference Principle, and Non-Uniform QMC Sampling -- Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way -- Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules -- Wei Fang and Michael B. Giles, Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift -- J. Feng and M. Huber and Y. Ruan, Monte Carlo with User-Specified Relative Error -- Robert N. Gantner, Dimension Truncation in QMC for Affine-Parametric Operator Equations -- Michael B. Giles, Frances Y. Kuo, and Ian H. Sloan, Combining Sparse Grids, Multilevel MC and QMC for Elliptic PDEs with Random Coefficients -- Hiroshi Haramoto and Makoto Matsumoto, A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite -- Stefan Heinrich, Lower Complexity Bounds for Parametric Stochastic Itoˆ Integration -- Lukas Herrmann and Christoph Schwab, QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs -- Masatake Hirao, QMC Designs and Determinantal Point Processes -- Adam W. Kolkiewicz, Efficient Monte Carlo For Diffusion Processes Using Ornstein-Uhlenbeck Bridges -- Ralph Kritzinger, Optimal Discrepancy Rate of Point Sets in Besov Spaces with Negative Smoothness -- Ralph Kritzinger, Helene Laimer, and Mario Neumuller, A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy -- David Mandel and Giray Okten, Randomized Sobol' Sensitivity Indices -- Hisanari Otsu, Shinichi Kinuwaki, and Toshiya Hachisuka, Supervised Learning of How to Blend Light Transport Simulations -- Pieterjan Robbe, Dirk Nuyens, and Stefan Vandewalle, A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger -- Shuang Zhao, Rong Kong, and Jerome Spanier, Towards Real-Time Monte Carlo for Biomedicine -- Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource (xi, 479 pages), illustrations (some color)
• Subjects: 518/.282; Computer science; Monte Carlo method -- Congresses; Monte Carlo method; MATHEMATICS / Numerical Analysis; Mathematics -- Counting & Numeration; Computers -- Data Processing; Mathematics -- Applied; Mathematics -- Probability & Statistics -- General; Numerical analysis; Mathematical theory of computation; Applied mathematics; Bayesian inference; Computer simulation; Computer science_xMathematics; Mathematics; Statistics; Computers -- Computer Simulation; 3D graphics & modelling; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319914367; 3319914367
• Related ISBNs: 9783319914350; 3319914359
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed July 13, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.