Descript 
1 online resource (xi, 479 pages) : illustrations (some color), digital ; 24 cm 

text txt rdacontent 

computer c rdamedia 

online resource cr rdacarrier 

text file PDF rda 
Series 
Springer proceedings in mathematics & statistics, 21941009 ; volume 241


Springer proceedings in mathematics & statistics ; volume 241

Note 
Part I Tutorials, Fred J. Hickernell, The Trio Identity for QuasiMonte Carlo Error  Pierre L'Ecuyer, Randomized QuasiMonte Carlo: An Introduction for Practitioners  Frances Y. Kuo and Dirk Nuyens, Application of QuasiMonte Carlo Methods to PDEs with Random Coefﬁcients  an Overview and Tutorial  Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavinbased Multilevel Monte Carlo Estimators for Densities of Maxstable Processes  Nicolas Chopin and Mathieu Gerber, Sequential quasiMonte Carlo: Introduction for NonExperts, Dimension Reduction, Application to Partly Observed Diffusion Processes  Frances Y. Kuo and Dirk Nuyens, Hot New Directions for QuasiMonte Carlo Research in Step with Applications  Saul ToscanoPalmerin 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 NonUniform QMC Sampling  Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way  Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and ComponentbyComponent Construction of Rank1 Lattice Rules  Wei Fang and Michael B. Giles, Adaptive EulerMaruyama method for SDEs with nonglobally Lipschitz drift  J. Feng and M. Huber and Y. Ruan, Monte Carlo with UserSpeciﬁed Relative Error  Robert N. Gantner, Dimension Truncation in QMC for AfﬁneParametric 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 TwoLevel 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 LognormalParametric, Elliptic PDEs  Masatake Hirao, QMC Designs and Determinantal Point Processes  Adam W. Kolkiewicz, Efﬁcient Monte Carlo For Diffusion Processes Using OrnsteinUhlenbeck 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 DimensionAdaptive MultiIndex Monte Carlo Method Applied to a Model of a Heat Exchanger  Shuang Zhao, Rong Kong, and Jerome Spanier, Towards RealTime Monte Carlo for Biomedicine  Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC 

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and QuasiMonte 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 quasiMonte 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 quasiMonte 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 highdimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs 
Host Item 
Springer eBooks

Subject 
Monte Carlo method  Congresses


Computer Science


Simulation and Modeling


Computational Mathematics and Numerical Analysis


Mathematics of Computing


Applications of Mathematics


Bayesian Probability

Alt Author 
Owen, Art B., editor


Glynn, Peter W., editor


SpringerLink (Online service)

Alt Title 
MCQMC 2016 
