Monte Carlo and Quasi-Monte Carlo Methods

MCQMC, Leuven, Belgium, April 2014

  • Ronald Cools
  • Dirk Nuyens

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 163)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Invited Papers

  3. Contributed Papers

    1. Front Matter
      Pages 207-207
    2. Andrea Barth, Christoph Schwab, Jonas Šukys
      Pages 209-227
    3. Denis Belomestny, Nan Chen, Yiwei Wang
      Pages 229-244
    4. Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela
      Pages 245-260
    5. Robert N. Gantner, Christoph Schwab
      Pages 271-288
    6. Michael B. Giles, Christopher Lester, James Whittle
      Pages 303-314
    7. David Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz
      Pages 315-330
    8. Takashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki
      Pages 331-350
    9. Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini
      Pages 351-365

About these proceedings

Introduction

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.

Keywords

Quasi-Monte Carlo Monte Carlo Markov chain Monte Carlo Multilevel Monte Carlo Low-discrepancy

Editors and affiliations

  • Ronald Cools
    • 1
  • Dirk Nuyens
    • 2
  1. 1.Department of Computer ScienceKU LeuvenHeverleeBelgium
  2. 2.Department of Computer ScienceKU LeuvenHeverleeBelgium

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-33507-0
  • Copyright Information Springer International Publishing Switzerland 2016
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-33505-6
  • Online ISBN 978-3-319-33507-0
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • About this book