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  • Conference proceedings
  • © 2013

Monte Carlo and Quasi-Monte Carlo Methods 2012

Editors:

  1. Josef Dick

    1. The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

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  2. Frances Y. Kuo

    1. The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

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  3. Gareth W. Peters

    1. The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

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  4. Ian H. Sloan

    1. The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

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  • State-of-the-art of theoretical development on Monte Carlo (MC), quasi-Monte Carlo (QMC) and Markov chain Monte Carlo (MCMC) methods
  • Covers a variety of applications of MC, QMC, and MCMC
  • Survey articles on MC, QMC, and MCMC introduce contemporary knowledge and open problems in these areas
  • Includes supplementary material: sn.pub/extras

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 65)

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Table of contents (34 papers)

  1. Contributed Articles

    1. On the Convergence of Quantum and Sequential Monte Carlo Methods

      • François Giraud, Pierre Del Moral
      Pages 385-398

    3. 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
      Pages 417-426

    4. A Finite-Row Scrambling of Niederreiter Sequences

      • Roswitha Hofer, Gottlieb Pirsic
      Pages 427-437

    6. Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers

      • Jonathan M. Keith, Christian M. Davey
      Pages 455-466

    7. Deterministic Consistent Density Estimation for Light Transport Simulation

      • Alexander Keller, Nikolaus Binder
      Pages 467-480

    8. On Wavelet-Galerkin Methods for Semilinear Parabolic Equations with Additive Noise

      • Mihály Kovács, Stig Larsson, Karsten Urban
      Pages 481-499

    9. Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets

      • Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer
      Pages 501-515

    11. Sampling and Low-Rank Tensor Approximation of the Response Surface

      • Alexander Litvinenko, Hermann G. Matthies, Tarek A. El-Moselhy
      Pages 535-551

    15. Hit-and-Run for Numerical Integration

      • Daniel Rudolf
      Pages 597-612

  2. Back Matter

    Pages 667-686
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About this book

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
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Keywords

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Editors and Affiliations

  • The University of New South Wales School of Mathematics and Statistics, Sydney, Australia

    Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan

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Bibliographic Information

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Buy it now

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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