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Springer Proceedings in Mathematics & Statistics

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19

Editors: Owen, Art, Glynn, Peter W. (Eds.)

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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.

Table of contents (26 chapters)

Table of contents (26 chapters)
  • The Trio Identity for Quasi-Monte Carlo Error

    Pages 3-27

    Hickernell, Fred J.

  • Randomized Quasi-Monte Carlo: An Introduction for Practitioners

    Pages 29-52

    L’Ecuyer, Pierre

  • Application of Quasi-Monte Carlo Methods to PDEs with Random Coefficients – An Overview and Tutorial

    Pages 53-71

    Kuo, Frances Y. (et al.)

  • Malliavin-Based Multilevel Monte Carlo Estimators for Densities of Max-Stable Processes

    Pages 75-97

    Blanchet, Jose (et al.)

  • Sequential Quasi-Monte Carlo: Introduction for Non-experts, Dimension Reduction, Application to Partly Observed Diffusion Processes

    Pages 99-121

    Chopin, Nicolas (et al.)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-319-91436-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA in USD
  • ISBN 978-3-319-91435-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
Softcover $119.99
price for USA in USD
  • ISBN 978-3-030-08255-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Monte Carlo and Quasi-Monte Carlo Methods
Book Subtitle
MCQMC 2016, Stanford, CA, August 14-19
Editors
  • Art Owen
  • Peter W. Glynn
Series Title
Springer Proceedings in Mathematics & Statistics
Series Volume
241
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-91436-7
DOI
10.1007/978-3-319-91436-7
Hardcover ISBN
978-3-319-91435-0
Softcover ISBN
978-3-030-08255-0
Series ISSN
2194-1009
Edition Number
1
Number of Pages
XI, 479
Number of Illustrations
21 b/w illustrations, 45 illustrations in colour
Topics

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