Editors:
- 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
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 241)
Conference series link(s): MCQMC: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Conference proceedings info: MCQMC 2016.
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Table of contents (26 papers)
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Front Matter
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Invited Talks
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Front Matter
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Regular Talks
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Front Matter
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About this book
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.
Keywords
Editors and Affiliations
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Department of Statistics, Stanford University, Stanford, USA
Art B. Owen
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Department of Management Science and Engineering, Stanford University, Stanford, USA
Peter W. Glynn
Bibliographic Information
Book Title: Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle: MCQMC 2016, Stanford, CA, August 14-19
Editors: Art B. Owen, Peter W. Glynn
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-319-91436-7
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG, part of Springer Nature 2018
Hardcover ISBN: 978-3-319-91435-0Published: 04 July 2018
Softcover ISBN: 978-3-030-08255-0Published: 05 January 2019
eBook ISBN: 978-3-319-91436-7Published: 03 July 2018
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XI, 479
Number of Illustrations: 21 b/w illustrations, 45 illustrations in colour
Topics: Simulation and Modeling, Computational Mathematics and Numerical Analysis, Mathematics of Computing, Applications of Mathematics, Bayesian Inference