Monte Carlo and Quasi-Monte Carlo Methods MCQMC, Leuven, Belgium, April 2014 /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Cools, Ronald (Επιμελητής έκδοσης), Nuyens, Dirk (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 163
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Computer mathematics.; Computational Mathematics and Numerical Analysis.; Applications of Mathematics.

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Car...

Πίνακας περιεχομένων:

• Part I Invited papers
• Multilevel Monte Carlo Implementation for SDEs driven by Truncated Stable Processes
• Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo
• Vandermonde Nets and Vandermonde Sequences
• Path Space Markov Chain Monte Carlo Methods in Computer Graphics
• Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
• Some Results on the Complexity of Numerical Integration
• Approximate Bayesian Computation: A Survey on Recent Results
• Part II Contributed papers
• Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations
• Unbiased Simulation of Distributions with Explicitly Known Integral Transforms
• Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting
• Comparison between LS-Sequences and β -adic van der Corput Sequences
• Computational Higher Order Quasi-Monte Carlo Integration
• Numerical Computation of Multivariate Normal Probabilities using Bivariate Conditioning
• Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations
• On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
• The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
• Uncertainty and Robustness in Weather Derivative Models
• Reliable Adaptive Cubature Using Digital Sequences
• Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
• Adaptive Multidimensional Integration Based on Rank-1 Lattices
• Path Space Filtering
• Tractability of Multivariate Integration in Hybrid Function Spaces
• Derivative-based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices
• Bernstein Numbers and Lower Bounds for the Monte Carlo Error
• A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
• A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation
• A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
• Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve
• Uniform Weak Tractability of Weighted Integration
• Incremental Greedy Algorithm and Its Applications in Numerical Integration
• On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K K Frolov
• Tractability of Function Approximation With Product Kernels
• Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs
• List of Participants
• Index.