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  • Conference proceedings
  • © 2016

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC, Leuven, Belgium, April 2014

  • Provides information on current trends in the area of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods

  • Presents invited survey papers that summarize the state-of-the-art of the corresponding field

  • Benefits practitioners by including concrete applications in statistics, finance, computer graphics, and other computational areas

  • Includes supplementary material: sn.pub/extras

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

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-319-33507-0
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 219.99
Price excludes VAT (USA)
Hardcover Book USD 219.99
Price excludes VAT (USA)

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Table of contents (33 papers)

  1. Contributed Papers

    1. Reliable Adaptive Cubature Using Digital Sequences

      • Fred J. Hickernell, Lluís Antoni Jiménez Rugama
      Pages 367-383
    2. Adaptive Multidimensional Integration Based on Rank-1 Lattices

      • Lluís Antoni Jiménez Rugama, Fred J. Hickernell
      Pages 407-422
    3. Path Space Filtering

      • Alexander Keller, Ken Dahm, Nikolaus Binder
      Pages 423-436
    4. Tractability of Multivariate Integration in Hybrid Function Spaces

      • Peter Kritzer, Friedrich Pillichshammer
      Pages 437-454
    5. Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve

      • Colas Schretter, Zhijian He, Mathieu Gerber, Nicolas Chopin, Harald Niederreiter
      Pages 531-544
    6. Uniform Weak Tractability of Weighted Integration

      • Paweł Siedlecki
      Pages 545-555
    7. Tractability of Function Approximation with Product Kernels

      • Xuan Zhou, Fred J. Hickernell
      Pages 583-598
  2. Back Matter

    Pages 621-622

About this book

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

  • Department of Computer Science, KU Leuven, Heverlee, Belgium

    Ronald Cools, Dirk Nuyens

Bibliographic Information

Buying options

eBook USD 169.00
Price excludes VAT (USA)
  • ISBN: 978-3-319-33507-0
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book USD 219.99
Price excludes VAT (USA)
Hardcover Book USD 219.99
Price excludes VAT (USA)