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Monte Carlo and Quasi-Monte Carlo for Statistics

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Monte Carlo and Quasi-Monte Carlo Methods 2008

Abstract

This article reports on the contents of a tutorial session at MCQMC 2008. The tutorial explored various places in statistics where Monte Carlo methods can be used. There was a special emphasis on areas where Quasi-Monte Carlo ideas have been or could be applied, as well as areas that look like they need more research.

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Author information

Authors and Affiliations

  1. Department of Statistics, Stanford University, Stanford, CA, 94305, USA

    Art B. Owen

Authors
  1. Art B. Owen
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Correspondence to Art B. Owen .

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Editors and Affiliations

  1. Centre de Recherches Mathématiques, Université de Montréal, Montreal, H3C 3J7, Canada

    Pierre L' Ecuyer

  2. Dept. Statistics, Stanford University, Serra Mall 390, Stanford, 94305-4065, U.S.A.

    Art B. Owen

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© 2009 Springer-Verlag Berlin Heidelberg

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Owen, A.B. (2009). Monte Carlo and Quasi-Monte Carlo for Statistics. In: L' Ecuyer, P., Owen, A. (eds) Monte Carlo and Quasi-Monte Carlo Methods 2008. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04107-5_1

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