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

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Owen, Art B. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Glynn, Peter W. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 241
• Θέματα: 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.

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...

Πίνακας περιεχομένων:

• Part I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error
• Pierre L'Ecuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners
• Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coefficients - an Overview and Tutorial
• Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavin-based Multilevel Monte Carlo Estimators for Densities of Max-stable Processes
• Nicolas Chopin and Mathieu Gerber, Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes
• Frances Y. Kuo and Dirk Nuyens, Hot New Directions for Quasi-Monte Carlo Research in Step with Applications
• Saul Toscano-Palmerin and Peter I. Frazier, Stratified Bayesian Optimization
• Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnady's Problem, the Transference Principle, and Non-Uniform QMC Sampling
• Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way
• Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules
• Wei Fang and Michael B. Giles, Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift
• J. Feng and M. Huber and Y. Ruan, Monte Carlo with User-Specified Relative Error
• Robert N. Gantner, Dimension Truncation in QMC for Affine-Parametric Operator Equations
• Michael B. Giles, Frances Y. Kuo, and Ian H. Sloan, Combining Sparse Grids, Multilevel MC and QMC for Elliptic PDEs with Random Coefficients
• Hiroshi Haramoto and Makoto Matsumoto, A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite
• Stefan Heinrich, Lower Complexity Bounds for Parametric Stochastic Itoˆ Integration
• Lukas Herrmann and Christoph Schwab, QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs
• Masatake Hirao, QMC Designs and Determinantal Point Processes
• Adam W. Kolkiewicz, Efficient Monte Carlo For Diffusion Processes Using Ornstein-Uhlenbeck Bridges
• Ralph Kritzinger, Optimal Discrepancy Rate of Point Sets in Besov Spaces with Negative Smoothness
• Ralph Kritzinger, Helene Laimer, and Mario Neumuller, A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy
• David Mandel and Giray Okten, Randomized Sobol' Sensitivity Indices
• Hisanari Otsu, Shinichi Kinuwaki, and Toshiya Hachisuka, Supervised Learning of How to Blend Light Transport Simulations
• Pieterjan Robbe, Dirk Nuyens, and Stefan Vandewalle, A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger
• Shuang Zhao, Rong Kong, and Jerome Spanier, Towards Real-Time Monte Carlo for Biomedicine
• Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC.