Overview
- Recent advances on Monte Carlo (MC) methods and their application
- Prime source of information on quasi-Monte Carlo (QMC) methods and their randomized versions
- Covers applications of MC and QMC in statistics, automatic learning, finance, physics, partial differential equations, etc
Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 324)
Included in the following conference series:
- MCQMC: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Conference proceedings info: MCQMC 2018.
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Table of contents (26 papers)
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Invited Talks
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Regular Talks
Other volumes
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Monte Carlo and Quasi-Monte Carlo Methods
Keywords
- Multi-level Monte Carlo
- Complexity and tractability of multivariate problems
- Discrepancy theory
- Sequential Monte Carlo and particle methods
- Digital nets and lattice rules
- Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo
- Rare event simulation
- Randomized quasi-Monte Carlo
- Variance reduction methods
- MC/QMC methods in chemistry, finance, computer graphics, et al.
About this book
Editors and Affiliations
Bibliographic Information
Book Title: Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle: MCQMC 2018, Rennes, France, July 1–6
Editors: Bruno Tuffin, Pierre L'Ecuyer
Series Title: Springer Proceedings in Mathematics & Statistics
DOI: https://doi.org/10.1007/978-3-030-43465-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2020
Hardcover ISBN: 978-3-030-43464-9Published: 02 May 2020
Softcover ISBN: 978-3-030-43467-0Published: 02 May 2021
eBook ISBN: 978-3-030-43465-6Published: 01 May 2020
Series ISSN: 2194-1009
Series E-ISSN: 2194-1017
Edition Number: 1
Number of Pages: XI, 539
Number of Illustrations: 27 b/w illustrations, 65 illustrations in colour
Topics: Computational Science and Engineering, Statistical Theory and Methods, Simulation and Modeling, Applications of Mathematics, Numerical Analysis