Ebook: Monte Carlo and Quasi-Monte Carlo Methods
Author: Art B. Owen Peter W. Glynn
- Tags: Computer Science, Simulation and Modeling, Computational Mathematics and Numerical Analysis, Mathematics of Computing, Applications of Mathematics, Bayesian Probability
- Series: Springer Proceedings in Mathematics & Statistics 241
- Year: 2018
- Publisher: Springer International Publishing
- Edition: 1st ed.
- Language: English
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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.