© 2018

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19

  • Art B. Owen
  • Peter W. Glynn


  • QMC tutorials by world leading researchers

  • Cutting edge research by top scholars in high dimensional numerical methods

  • Results from the conference series of record for QMC and discrepancy

Conference proceedings MCQMC 2016

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 241)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Tutorials

  3. Invited Talks

  4. Regular Talks

    1. Front Matter
      Pages 167-167
    2. Christoph Aistleitner, Dmitriy Bilyk, Aleksandar Nikolov
      Pages 169-180
    3. Ken Dahm, Alexander Keller
      Pages 181-195
    4. J. Feng, M. Huber, Y. Ruan
      Pages 235-248
    5. Michael B. Giles, Frances Y. Kuo, Ian H. Sloan
      Pages 265-281

About these proceedings


This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016.  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, computer graphics and the solution of PDEs.


Monte Carlo Quasi-Monte Carlo Markov Chain Monte Carlo Simulation Stochastic Computation Bayesian Computation Graphical Rendering Lattice Rules Probabilistic Numerics Importance Sampling Computational Complexity Cubature Discrepancy Multilevel Monte Carlo Quadrature Sequential Monte Carlo

Editors and affiliations

  • Art B. Owen
    • 1
  • Peter W. Glynn
    • 2
  1. 1.Department of StatisticsStanford UniversityStanfordUSA
  2. 2.Department of Management Science and EngineeringStanford UniversityStanfordUSA

Bibliographic information