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Title Monte Carlo and quasi-Monte Carlo methods 2012 / Josef Dick [and three others], editors.

Published Heidelberg : Springer, [2013]


Location Call No. Status
Physical description 1 online resource (680 pages) : illustrations.
Series Springer proceedings in mathematics and statistics, 2194-1009 ; volume 65
Springer proceedings in mathematics & statistics ; v. 65.
Bibliography Includes bibliographical references and index.
Contents Invited Articles. Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation / Jan Baldeaux, Eckhard Platen -- The Supremum Norm of the Discrepancy Function: Recent Results and Connections / Dmitriy Bilyk, Michael Lacey -- An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance / Pierre Del Moral, Gareth W. Peters, Christelle Verg⥠-- Multilevel Monte Carlo Methods / Michael B. Giles -- Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling / Fred J. Hickernell, Lan Jiang, Yuewei Liu, Art B. Owen -- Discrepancy, Integration and Tractability / Aicke Hinrichs -- Noisy Information: Optimality, Complexity, Tractability / Leszek Plaskota -- Tutorial. Quasi-Monte Carlo Image Synthesis in a Nutshell / Alexander Keller -- Contributed Articles. Conditional Sampling for Barrier Option Pricing Under the Heston Model / Nico Achtsis, Ronald Cools, Dirk Nuyens --
Probabilistic Star Discrepancy Bounds for Double Infinite Random Matrices / Christoph Aistleitner, Markus Weimar -- The L 2 Discrepancy of Irrational Lattices / Dmitriy Bilyk -- Complexity of Banach Space Valued and Parametric Integration / Thomas Daun, Stefan Heinrich -- Extended Latin Hypercube Sampling for Integration and Simulation / Rami El Haddad, Rana Fakhereddine, Christian L⥣ot, Gopalakrishnan Venkiteswaran -- A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients / Gregory E. Fasshauer, Qi Ye -- Polynomial Accelerated MCMC and Other Sampling Algorithms Inspired by Computational Optimization / Colin Fox -- Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs / Michael B. Giles, Lukasz Szpruch -- On the Convergence of Quantum and Sequential Monte Carlo Methods / Fran㯩s Giraud, Pierre Del Moral --
Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms / Michael Gnewuch -- A Non-empirical Test on the Second to the Sixth Least Significant Bits of Pseudorandom Number Generators / Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, Yuki Otsuka -- A Finite-Row Scrambling of Niederreiter Sequences / Roswitha Hofer, Gottlieb Pirsic -- Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets / Lutz K衭merer -- Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers / Jonathan M. Keith, Christian M. Davey -- Deterministic Consistent Density Estimation for Light Transport Simulation / Alexander Keller, Nikolaus Binder -- On Wavelet-Galerkin Methods for Semilinear Parabolic Equations with Additive Noise / Mih⡬y Kov⡣s, Stig Larsson, Karsten Urban -- Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets / Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer --
A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere / Quoc Thong Le Gia -- Sampling and Low-Rank Tensor Approximation of the Response Surface / Alexander Litvinenko, Hermann G. Matthies, Tarek A. El-Moselhy -- The Stochastic EM Algorithm for Censored Mixed Models / Ian C. Marschner -- Existence of Higher Order Convergent Quasi-Monte Carlo Rules via Walsh Figure of Merit / Makoto Matsumoto, Takehito Yoshiki -- ANOVA Decomposition of Convex Piecewise Linear Functions / Werner R语isch -- Hit-and-Run for Numerical Integration / Daniel Rudolf -- QMC Galerkin Discretization of Parametric Operator Equations / Christoph Schwab -- On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics / Vasile Sinescu, Frances Y. Kuo, Ian H. Sloan -- Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems / Jonas 铵kys, Siddhartha Mishra, Christoph Schwab.
Part I: Invited Articles -- Part II: Tutorial -- Part III: Contributed Articles -- Conference Participants -- Index.
Notes Description based on online resource; title from PDF title page (ebrary, viewed January 9, 2014).
Other author Dick, J. (Josef)
Subject Monte Carlo method.
Computer graphics.
Computer science -- Mathematics.
Mathematical statistics.
Electronic books.
ISBN 9783642410956 (electronic bk.)
3642410952 (electronic bk.)
9783642410949 (hard cover : alk. paper)