书目名称 | Monte Carlo and Quasi-Monte Carlo Methods 2012 |
编辑 | Josef Dick,Frances Y. Kuo,Ian H. Sloan |
视频video | |
概述 | 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 articl |
丛书名称 | Springer Proceedings in Mathematics & Statistics |
图书封面 |  |
描述 | 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. |
出版日期 | Conference proceedings 2013 |
关键词 | Markov chain Monte Carlo; Monte Carlo; Quasi-Monte Carlo |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-41095-6 |
isbn_softcover | 978-3-662-51438-2 |
isbn_ebook | 978-3-642-41095-6Series ISSN 2194-1009 Series E-ISSN 2194-1017 |
issn_series | 2194-1009 |
copyright | Springer-Verlag Berlin Heidelberg 2013 |