Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, April 2014 /: MCQMC, Leuven, Belgium, April 2014. (2016)

• Record Type: Book
• Other Titles: MCQMC
• Further Information: Note: Ronald Cools, Dirk Nuyens, editors.
• Editors: Cools, Ronald; Nuyens, Dirk
• Other Names: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, 11th
• Contents: Part I Invited papers -- Multilevel Monte Carlo Implementation for SDEs driven by Truncated Stable Processes -- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo -- Vandermonde Nets and Vandermonde Sequences -- Path Space Markov Chain Monte Carlo Methods in Computer Graphics -- Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC -- Some Results on the Complexity of Numerical Integration -- Approximate Bayesian Computation: A Survey on Recent Results -- Part II Contributed papers -- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations -- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms -- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting -- Comparison between LS-Sequences and Ý -adic van der Corput Sequences -- Computational Higher Order Quasi-Monte Carlo Integration -- Numerical Computation of Multivariate Normal Probabilities using Bivariate Conditioning -- Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations -- On ANOVA Decompositions of Kernels and Gaussian Random Field Paths -- The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets -- Uncertainty and Robustness in Weather Derivative Models -- Reliable Adaptive Cubature Using Digital Sequences -- Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives -- Adaptive Multidimensional Integration Based on Rank-1 Lattices -- Path Space Filtering -- Tractability of Multivariate Integration in Hybrid Function Spaces -- Derivative-based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices -- Bernstein Numbers and Lower Bounds for the Monte Carlo Error -- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes -- A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation -- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets -- Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve -- Uniform Weak Tractability of Weighted Integration -- Incremental Greedy Algorithm and Its Applications in Numerical Integration -- On zUpper Error Bounds for Quadrature Formulas on Function Classesy by K K Frolov -- Tractability of Function Approximation With Product Kernels -- Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs -- List of Participants -- Index.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 518/.282; Mathematics; Monte Carlo method -- Congresses; MATHEMATICS / Numerical Analysis; Monte Carlo method; Mathematics -- Applied; Applied mathematics; Computer science_xMathematics; Mathematics -- Counting & Numeration; Numerical analysis; Conference papers and proceedings; Electronic books
• Languages: English
• ISBNs: 9783319335070; 3319335073; 3319335057; 9783319335056
• Related ISBNs: 9783319335056
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 22, 2016).
• 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.