书目名称 | Monte Carlo and Quasi-Monte Carlo Methods | 副标题 | MCQMC 2018, Rennes, | 编辑 | Bruno Tuffin,Pierre L‘Ecuyer | 视频video | | 概述 | Recent advances on Monte Carlo (MC) methods and their application.Prime source of information on quasi-Monte Carlo (QMC) methods and their randomized versions.Covers applications of MC and QMC in stat | 丛书名称 | Springer Proceedings in Mathematics & Statistics | 图书封面 |  | 描述 | This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 2020 | 关键词 | Multi-level Monte Carlo; Complexity and tractability of multivariate problems; Discrepancy theory; Sequ | 版次 | 1 | doi | https://doi.org/10.1007/978-3-030-43465-6 | isbn_softcover | 978-3-030-43467-0 | isbn_ebook | 978-3-030-43465-6Series ISSN 2194-1009 Series E-ISSN 2194-1017 | issn_series | 2194-1009 | copyright | Springer Nature Switzerland AG 2020 |
The information of publication is updating
|
|