Produktbild: Advances in Modeling and Simulation
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Advances in Modeling and Simulation Festschrift for Pierre L'Ecuyer

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.12.2022

Herausgeber

Zdravko Botev + weitere

Verlag

Springer

Seitenzahl

420

Maße (L/B/H)

24,1/16/2,8 cm

Gewicht

896 g

Auflage

1st ed. 2022

Sprache

Englisch

ISBN

978-3-031-10192-2

Beschreibung

Portrait

Zdravko Botev  is a Statistics Lecturer at UNSW Sydney. He is the inventor of the widely used kernel density estimation via diffusion,  as well as the generalized splitting method for rare-event simulation and optimization. His research has been recognized with the Christopher Heyde Medal of the Australian Academy of Sciences, as well as the Gavin Brown Prize of the Australian Mathematical Society. 



Alexander Keller is a Director of Research at NVIDIA working on the foundations of graphics, communications, and machine learning. Before, he had been the Chief Scientist of mental images. Prior to industry, he worked as a full professor for computer graphics and scientific computing at Ulm University

Christiane Lemieux  is a Professor in the Department of Statistics and Actuarial Science in the Faculty of Mathematics at the University of Waterloo in Canada. Her research interests are centered on quasi-Monte Carlo methods and their applications in practice. Her most recent work includes studying the negative dependence properties of scrambled constructions and devising sampling algorithms based on low-discrepancy sequences for multivariate distributions, including copula models.



Bruno Tuffin is a Research Director at Inria Rennes, France. He is leading the Ermine research team focusing on an efficient management of communication networks operations. His own research interests include developing Monte Carlo and quasi-Monte Carlo simulation techniques  for the performance evaluation of telecommunication systems and telecommunication-related economical models. He has written or co-written four books on those topics.

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

01.12.2022

Herausgeber

Verlag

Springer

Seitenzahl

420

Maße (L/B/H)

24,1/16/2,8 cm

Gewicht

896 g

Auflage

1st ed. 2022

Sprache

Englisch

ISBN

978-3-031-10192-2

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

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  • Produktbild: Advances in Modeling and Simulation
  • Part I Pierre L’Ecuyer: Biography, Part II Invited Contributions: Monte Carlo Methods for Pricing American Options.- Remarks on Levy Process Simulation.- Exact Sampling for the Maximum of Infinite Memory Gaussian Processes.- Truncated Multivariate Student Computations via Exponential Tilting.- Quasi-Monte Carlo Methods in Portfolio Selection with Many Constraints.- Geometric-Moment Contraction of G/G/1 Waiting Times.- Tractability of Approximation in the Weighted Korobov Space in the Worst-Case Setting.- Rare-Event Simulation via Neural Networks.- Preintegration is Not Smoothing when Monotonicity Fails.- Combined Derivative Estimators.- A Central Limit Theorem For Empirical Quantiles in the Markov Chain Setting.- Simulation of Markov Chains with Continuous State Space by Using Simple Stratified and Sudoku Latin Square Sampling.- Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs.- A Generalized Transformed Density Rejection Algorithm.- Fast Automatic Bayesian CubatureUsing Sobol’ Sampling.- Rendering along the Hilbert Curve.- Array-RQMC to Speed Up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System.- Foundations of Ranking & Selection for Simulation Optimization.- Where are the Logs?.- Network Reliability, Performability Metrics, Rare Events and Standard Monte Carlo.