书目名称 | Monte Carlo and Quasi-Monte Carlo Methods |
副标题 | MCQMC, Leuven, Belgi |
编辑 | Ronald Cools,Dirk Nuyens |
视频video | |
概述 | 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 |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | 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.. |
出版日期 | Conference proceedings 2016 |
关键词 | Quasi-Monte Carlo; Monte Carlo; Markov chain Monte Carlo; Multilevel Monte Carlo; Low-discrepancy |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-33507-0 |
isbn_softcover | 978-3-319-81531-2 |
isbn_ebook | 978-3-319-33507-0Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | Springer International Publishing Switzerland 2016 |