© 2020

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2018, Rennes, France, July 1–6

  • Bruno Tuffin
  • Pierre L'Ecuyer
Conference proceedings MCQMC 2018

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 324)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Invited Talks

  3. Regular Talks

    1. Front Matter
      Pages 105-105
    2. Lingbin Bian, Tiangang Cui, Georgy Sofronov, Jonathan Keith
      Pages 107-123
    3. Marie Billaud-Friess, Arthur Macherey, Anthony Nouy, Clémentine Prieur
      Pages 125-141
    4. Yuhan Ding, Fred J. Hickernell, Lluís Antoni Jiménez Rugama
      Pages 161-181
    5. Rami El Haddad, Joseph El Maalouf, Christian Lécot, Pierre L’Ecuyer
      Pages 207-230
    6. Tobias Hartung, Karl Jansen, Hernan Leövey, Julia Volmer
      Pages 231-249
    7. Henrik Hult, Pierre Nyquist, Carl Ringqvist
      Pages 285-307
    8. Ian Iscoe, Alexander Kreinin
      Pages 309-328
    9. Ralph Kritzinger, Friedrich Pillichshammer
      Pages 329-344

About these proceedings


This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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.


Multi-level Monte Carlo Complexity and tractability of multivariate problems Discrepancy theory Sequential Monte Carlo and particle methods Digital nets and lattice rules Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo Rare event simulation Randomized quasi-Monte Carlo Variance reduction methods MC/QMC methods in chemistry, finance, computer graphics, et al.

Editors and affiliations

  • Bruno Tuffin
    • 1
  • Pierre L'Ecuyer
    • 2
  1. 1.INRIA Rennes Bretagne-AtlantiqueCampus Universtaire de BeaulieuRennesFrance
  2. 2.Département d’informatique et de Recherche Opérationnelle (DIRO)Université de MontréalMontrealCanada

Bibliographic information