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

Aus der Reihe Springer Proceedings in Mathematics & Statistics
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95,99 € UVP 106,99 €

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

05.01.2019

Abbildungen

XI, 66 illus., 45 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen

Herausgeber

Art B. Owen + weitere

Verlag

Springer

Seitenzahl

479

Maße (L/B/H)

23,5/15,5/2,7 cm

Gewicht

747 g

Auflage

Softcover reprint of the original 1st ed. 2018

Sprache

Englisch

ISBN

978-3-030-08255-0

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

05.01.2019

Abbildungen

XI, 66 illus., 45 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen

Herausgeber

Verlag

Springer

Seitenzahl

479

Maße (L/B/H)

23,5/15,5/2,7 cm

Gewicht

747 g

Auflage

Softcover reprint of the original 1st ed. 2018

Sprache

Englisch

ISBN

978-3-030-08255-0

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Monte Carlo and Quasi-Monte Carlo Methods
  • Produktbild: Monte Carlo and Quasi-Monte Carlo Methods
  • 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.