Monte Carlo and Quasi-Monte Carlo Methods MCQMC 2016, Stanford, CA, August 14-19 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Owen, Art B. (Editor, http://id.loc.gov/vocabulary/relators/edt), Glynn, Peter W. (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Proceedings in Mathematics & Statistics, 241
• Subjects: Computer simulation.; Computer mathematics.; Computer science-Mathematics.; Applied mathematics.; Engineering mathematics.; Statistics .; Simulation and Modeling.; Computational Mathematics and Numerical Analysis.; Mathematics of Computing.; Applications of Mathematics.; Bayesian Inference.
• Physical Description: XI, 479 p. 66 illus., 45 illus. in color. online resource.
• ISBN: 9783319914367
• ISSN: 2194-1009 ;
• DOI: 10.1007/978-3-319-91436-7

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.