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Monte Carlo and Quasi-Monte Carlo Methods MCQMC, Leuven, Belgium, April 2014 /
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Car...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Edición: | 1st ed. 2016. |
| Colección: | Springer Proceedings in Mathematics & Statistics,
163 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 001 | 978-3-319-33507-0 | ||
| 003 | DE-He213 | ||
| 005 | 20220117183748.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 160613s2016 sz | s |||| 0|eng d | ||
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| 024 | 7 | |a 10.1007/978-3-319-33507-0 |2 doi | |
| 050 | 4 | |a QA71-90 | |
| 072 | 7 | |a PBKS |2 bicssc | |
| 072 | 7 | |a MAT006000 |2 bisacsh | |
| 072 | 7 | |a PBKS |2 thema | |
| 082 | 0 | 4 | |a 518 |2 23 |
| 245 | 1 | 0 | |a Monte Carlo and Quasi-Monte Carlo Methods |h [electronic resource] : |b MCQMC, Leuven, Belgium, April 2014 / |c edited by Ronald Cools, Dirk Nuyens. |
| 250 | |a 1st ed. 2016. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2016. | |
| 300 | |a XVIII, 622 p. 116 illus., 57 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Proceedings in Mathematics & Statistics, |x 2194-1017 ; |v 163 | |
| 505 | 0 | |a Part I Invited papers -- Multilevel Monte Carlo Implementation for SDEs driven by Truncated Stable Processes -- Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo -- Vandermonde Nets and Vandermonde Sequences -- Path Space Markov Chain Monte Carlo Methods in Computer Graphics -- Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC -- Some Results on the Complexity of Numerical Integration -- Approximate Bayesian Computation: A Survey on Recent Results -- Part II Contributed papers -- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier-Stokes Equations -- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms -- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting -- Comparison between LS-Sequences and β -adic van der Corput Sequences -- Computational Higher Order Quasi-Monte Carlo Integration -- Numerical Computation of Multivariate Normal Probabilities using Bivariate Conditioning -- Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations -- On ANOVA Decompositions of Kernels and Gaussian Random Field Paths -- The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets -- Uncertainty and Robustness in Weather Derivative Models -- Reliable Adaptive Cubature Using Digital Sequences -- Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives -- Adaptive Multidimensional Integration Based on Rank-1 Lattices -- Path Space Filtering -- Tractability of Multivariate Integration in Hybrid Function Spaces -- Derivative-based Global Sensitivity Measures and Their Link with Sobol' Sensitivity Indices -- Bernstein Numbers and Lower Bounds for the Monte Carlo Error -- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes -- A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation -- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets -- Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve -- Uniform Weak Tractability of Weighted Integration -- Incremental Greedy Algorithm and Its Applications in Numerical Integration -- On "Upper Error Bounds for Quadrature Formulas on Function Classes" by K K Frolov -- Tractability of Function Approximation With Product Kernels -- Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs -- List of Participants -- Index. | |
| 520 | |a This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 and computer graphics. | ||
| 650 | 0 | |a Mathematics-Data processing. | |
| 650 | 0 | |a Mathematics. | |
| 650 | 1 | 4 | |a Computational Mathematics and Numerical Analysis. |
| 650 | 2 | 4 | |a Applications of Mathematics. |
| 700 | 1 | |a Cools, Ronald. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Nuyens, Dirk. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319335056 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319335063 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319815312 |
| 830 | 0 | |a Springer Proceedings in Mathematics & Statistics, |x 2194-1017 ; |v 163 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-33507-0 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||