Monte Carlo and QuasiMonte Carlo Methods [electronic resource] : MCQMC 2018, Rennes, France, July 16 / edited by Bruno Tuffin, Pierre L'Ecuyer.
 Edition:
 1st ed. 2020.
 Publication:
 Cham : Springer International Publishing : Imprint: Springer, 2020.
 Series:
 Mathematics and Statistics (SpringerNature11649)
Springer proceedings in mathematics & statistics 21941009 ; 324
Springer Proceedings in Mathematics & Statistics, 21941009 ; 324  Format/Description:
 Book
1 online resource (XI, 539 pages) : 92 illustrations, 65 illustrations in color.  Subjects:
 Computer science  Mathematics.
Statistics.
Computer simulation.
Applied mathematics.
Engineering mathematics.
Numerical analysis.  Local subjects:
 Computational Science and Engineering. (search)
Statistical Theory and Methods. (search)
Simulation and Modeling. (search)
Applications of Mathematics. (search)
Numerical Analysis. (search)  System Details:
 text file PDF
 Summary:
 This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 and computer graphics.
 Contents:
 Part I Invited Talks, H. Dong and M. K. Nakayama, A Tutorial on Quantile Estimation via Monte Carlo
L. Herrmann and C. Schwab, Multilevel QuasiMonte Carlo Uncertainty Quantification for AdvectionDiffusionReaction
B. L. Nelson, Selecting the Best Simulated System: Thinking Differently About an Old Problem
F. Pillichshammer, Discrepancy of Digital Sequences: New Results on a Classical QMC Topic
Part II Regular Talks, L. Bian, T. Cui, G. Sofronov and J. Keith, Network Structure Change Point Detection by Posterior Predictive Discrepancy
M. BillaudFriess, A. Macherey, A. Nouy and C. Prieur, Stochastic Methods for Solving HighDimensional Partial Differential Equations
N. Binder and A. Keller, Massively Parallel Construction of Radix Tree Forests for the Efficient Sampling of Discrete or Piecewise Constant Probability Distributions
Y. Ding, F. J. Hickernell, and L. A. J. Rugama, An Adaptive Algorithm Employing Continuous Linear Functionals
A. Ebert, P. Kritzer and D. Nuyens, Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
R. El Haddad, J. El Maalouf, C. Lecot and P. L'Ecuyer, Sudoku Latin, Square Sampling for Markov Chain Simulation
T. Hartung, K. Jansen, H. Leovey, and J. Volmer, Avoiding the Sign Problem in Lattice Field Theory
R. Hofer, On Hybrid Point Sets Stemming from HaltonType Hammersley Point Sets and Polynomial Lattice Point Sets
M. Huber, Robust Estimation of the Mean with Bounded Relative Standard Deviation
H. Hult, P. Nyquist and C. Ringqvist, Infinite Swapping Algorithm for Training Restricted Boltzmann Machines
I. Iscoe and A. Kreinin, Sensitivity Ranks by Monte Carlo
R. Kritzinger and F. Pillichshammer, Lower Bounds on the Lp Discrepancy of Digital NUT Sequences
H. Leovey and W. Romisch, Randomized QMC Methods for MixedInteger TwoStage Stochastic Programs with Application to Electricity Optimization
A. F. LopezLopera, F. Bachoc, N. Durrande, J. Rohmer, D. Idier and O. Roustant, Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
E. Løvbak, G. Samaey and S. Vandewalle, A Multilevel Monte Carlo AsymptoticPreserving Particle Method for Kinetic Equations in the Diffusion Limit
D. Mandel and G. Okten, Randomized Global Sensitivity Analysis and Model Robustness
A. Petersson, Rapid CovarianceBased Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method
A. Stein and A. Barth, A Multilevel Monte Carlo Algorithm for Parabolic AdvectionDiffusion Problems with Discontinuous Coefficients
T. A. Stepanyuk, Estimates For Logarithmic and Riesz Energies Of Spherical tDesigns
Y. Suzuki and D. Nuyens, Rank1 Lattices and HigherOrder Exponential Splitting for the TimeDependent Schr¨odinger Equation
C. von Hallern and A. Roßler, An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition
Fei Xie, M. B. Giles, and Zhijian He, QMC Sampling from Empirical Datasets.  Contributor:
 Tuffin, Bruno, editor., Editor,
L'Ecuyer, Pierre. editor., Editor,
SpringerLink (Online service)  Contained In:
 Springer Nature eBook
 Other format:
 Printed edition:
Printed edition:
Printed edition:  ISBN:
 9783030434656
9783030434656  Publisher Number:
 10.1007/9783030434656 doi
 Access Restriction:
 Restricted for use by site license.

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