Please use this identifier to cite or link to this item:
http://localhost/handle/Hannan/889
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Owen, Art B. ; | en_US |
| dc.contributor.author | Glynn, Peter W. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:23:09Z | - |
| dc.date.available | 2020-05-17T08:23:09Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9783319914367 ; | en_US |
| dc.identifier.isbn | 9783319914350 (print) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/889 | - |
| dc.description | en_US | |
| dc.description | Printed edition: ; 9783319914350. ; | en_US |
| dc.description | SpringerLink (Online service) ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | 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. ; | en_US |
| dc.description.statementofresponsibility | edited by Art B. Owen, Peter W. Glynn. | en_US |
| dc.description.tableofcontents | Part I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error -- Pierre LeeEcuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners -- Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coefecients ee an Overview and Tutorial -- Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavin-based Multilevel Monte Carlo Estimators for Densities of Max-stable Processes -- Nicolas Chopin and Mathieu Gerber, Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes -- Frances Y. Kuo and Dirk Nuyens, Hot New Directions for Quasi-Monte Carlo Research in Step with Applications -- Saul Toscano-Palmerin and Peter I. Frazier, Stratieed Bayesian Optimization -- Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnadyees Problem, the Transference Principle, and Non-Uniform QMC Sampling -- Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way -- Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules -- Wei Fang and Michael B. Giles, Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift -- J. Feng and M. Huber and Y. Ruan, Monte Carlo with User-Specieed Relative Error -- Robert N. Gantner, Dimension Truncation in QMC for Afene-Parametric Operator Equations -- Michael B. Giles, Frances Y. Kuo, and Ian H. Sloan, Combining Sparse Grids, Multilevel MC and QMC for Elliptic PDEs with Random Coefecients -- Hiroshi Haramoto and Makoto Matsumoto, A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite -- Stefan Heinrich, Lower Complexity Bounds for Parametric Stochastic Itoee Integration -- Lukas Herrmann and Christoph Schwab, QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs -- Masatake Hirao, QMC Designs and Determinantal Point Processes -- Adam W. Kolkiewicz, Efecient Monte Carlo For Diffusion Processes Using Ornstein-Uhlenbeck Bridges -- Ralph Kritzinger, Optimal Discrepancy Rate of Point Sets in Besov Spaces with Negative Smoothness -- Ralph Kritzinger, Helene Laimer, and Mario Neumuller, A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy -- David Mandel and Giray Okten, Randomized Sobolee Sensitivity Indices -- Hisanari Otsu, Shinichi Kinuwaki, and Toshiya Hachisuka, Supervised Learning of How to Blend Light Transport Simulations -- Pieterjan Robbe, Dirk Nuyens, and Stefan Vandewalle, A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger -- Shuang Zhao, Rong Kong, and Jerome Spanier, Towards Real-Time Monte Carlo for Biomedicine -- Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC. ; | en_US |
| dc.format.extent | XI, 479 p. 66 illus., 45 illus. in color. ; online resource. ; | en_US |
| dc.publisher | Springer International Publishing : | en_US |
| dc.publisher | Imprint: Springer, | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.haspart | 9783319914350.pdf | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Computer Science and Mathematics | en_US |
| dc.subject | Computer simulation. ; | en_US |
| dc.subject | Applied mathematics. ; | en_US |
| dc.subject | Engineering mathematics. ; | en_US |
| dc.subject | Computer mathematics. ; | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Simulation and Modeling. ; | en_US |
| dc.subject | Computational Mathematics and Numerical Analysis. ; | en_US |
| dc.subject | Mathematics of Computing. ; | en_US |
| dc.subject | Applications of Mathematics. ; | en_US |
| dc.subject | Bayesian Probability. ; | en_US |
| dc.subject.ddc | 003.3 ; 23 ; | en_US |
| dc.subject.lcc | QA76.9.C65 ; | en_US |
| dc.title | Monte Carlo and Quasi-Monte Carlo Methods | en_US |
| dc.title.alternative | MCQMC 2016, Stanford, CA, August 14-19 / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| Appears in Collections: | مدیریت فناوری اطلاعات | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319914350.pdf | 10.46 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Owen, Art B. ; | en_US |
| dc.contributor.author | Glynn, Peter W. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:23:09Z | - |
| dc.date.available | 2020-05-17T08:23:09Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9783319914367 ; | en_US |
| dc.identifier.isbn | 9783319914350 (print) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/889 | - |
| dc.description | en_US | |
| dc.description | Printed edition: ; 9783319914350. ; | en_US |
| dc.description | SpringerLink (Online service) ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | 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. ; | en_US |
| dc.description.statementofresponsibility | edited by Art B. Owen, Peter W. Glynn. | en_US |
| dc.description.tableofcontents | Part I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error -- Pierre LeeEcuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners -- Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coefecients ee an Overview and Tutorial -- Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavin-based Multilevel Monte Carlo Estimators for Densities of Max-stable Processes -- Nicolas Chopin and Mathieu Gerber, Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes -- Frances Y. Kuo and Dirk Nuyens, Hot New Directions for Quasi-Monte Carlo Research in Step with Applications -- Saul Toscano-Palmerin and Peter I. Frazier, Stratieed Bayesian Optimization -- Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnadyees Problem, the Transference Principle, and Non-Uniform QMC Sampling -- Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way -- Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules -- Wei Fang and Michael B. Giles, Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift -- J. Feng and M. Huber and Y. Ruan, Monte Carlo with User-Specieed Relative Error -- Robert N. Gantner, Dimension Truncation in QMC for Afene-Parametric Operator Equations -- Michael B. Giles, Frances Y. Kuo, and Ian H. Sloan, Combining Sparse Grids, Multilevel MC and QMC for Elliptic PDEs with Random Coefecients -- Hiroshi Haramoto and Makoto Matsumoto, A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite -- Stefan Heinrich, Lower Complexity Bounds for Parametric Stochastic Itoee Integration -- Lukas Herrmann and Christoph Schwab, QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs -- Masatake Hirao, QMC Designs and Determinantal Point Processes -- Adam W. Kolkiewicz, Efecient Monte Carlo For Diffusion Processes Using Ornstein-Uhlenbeck Bridges -- Ralph Kritzinger, Optimal Discrepancy Rate of Point Sets in Besov Spaces with Negative Smoothness -- Ralph Kritzinger, Helene Laimer, and Mario Neumuller, A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy -- David Mandel and Giray Okten, Randomized Sobolee Sensitivity Indices -- Hisanari Otsu, Shinichi Kinuwaki, and Toshiya Hachisuka, Supervised Learning of How to Blend Light Transport Simulations -- Pieterjan Robbe, Dirk Nuyens, and Stefan Vandewalle, A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger -- Shuang Zhao, Rong Kong, and Jerome Spanier, Towards Real-Time Monte Carlo for Biomedicine -- Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC. ; | en_US |
| dc.format.extent | XI, 479 p. 66 illus., 45 illus. in color. ; online resource. ; | en_US |
| dc.publisher | Springer International Publishing : | en_US |
| dc.publisher | Imprint: Springer, | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.haspart | 9783319914350.pdf | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Computer Science and Mathematics | en_US |
| dc.subject | Computer simulation. ; | en_US |
| dc.subject | Applied mathematics. ; | en_US |
| dc.subject | Engineering mathematics. ; | en_US |
| dc.subject | Computer mathematics. ; | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Simulation and Modeling. ; | en_US |
| dc.subject | Computational Mathematics and Numerical Analysis. ; | en_US |
| dc.subject | Mathematics of Computing. ; | en_US |
| dc.subject | Applications of Mathematics. ; | en_US |
| dc.subject | Bayesian Probability. ; | en_US |
| dc.subject.ddc | 003.3 ; 23 ; | en_US |
| dc.subject.lcc | QA76.9.C65 ; | en_US |
| dc.title | Monte Carlo and Quasi-Monte Carlo Methods | en_US |
| dc.title.alternative | MCQMC 2016, Stanford, CA, August 14-19 / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| Appears in Collections: | مدیریت فناوری اطلاعات | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319914350.pdf | 10.46 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Owen, Art B. ; | en_US |
| dc.contributor.author | Glynn, Peter W. ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-05-17T08:23:09Z | - |
| dc.date.available | 2020-05-17T08:23:09Z | - |
| dc.date.issued | 2018 | en_US |
| dc.identifier.isbn | 9783319914367 ; | en_US |
| dc.identifier.isbn | 9783319914350 (print) ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/889 | - |
| dc.description | en_US | |
| dc.description | Printed edition: ; 9783319914350. ; | en_US |
| dc.description | SpringerLink (Online service) ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description.abstract | 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. ; | en_US |
| dc.description.statementofresponsibility | edited by Art B. Owen, Peter W. Glynn. | en_US |
| dc.description.tableofcontents | Part I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error -- Pierre LeeEcuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners -- Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coefecients ee an Overview and Tutorial -- Part II Invited talks, Jose Blanchet and Zhipeng Liu, Malliavin-based Multilevel Monte Carlo Estimators for Densities of Max-stable Processes -- Nicolas Chopin and Mathieu Gerber, Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes -- Frances Y. Kuo and Dirk Nuyens, Hot New Directions for Quasi-Monte Carlo Research in Step with Applications -- Saul Toscano-Palmerin and Peter I. Frazier, Stratieed Bayesian Optimization -- Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnadyees Problem, the Transference Principle, and Non-Uniform QMC Sampling -- Ken Dahm and Alexander Keller, Learning Light Transport the Reinforced Way -- Adrian Ebert, Hernan Leovey, and Dirk Nuyens, Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules -- Wei Fang and Michael B. Giles, Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift -- J. Feng and M. Huber and Y. Ruan, Monte Carlo with User-Specieed Relative Error -- Robert N. Gantner, Dimension Truncation in QMC for Afene-Parametric Operator Equations -- Michael B. Giles, Frances Y. Kuo, and Ian H. Sloan, Combining Sparse Grids, Multilevel MC and QMC for Elliptic PDEs with Random Coefecients -- Hiroshi Haramoto and Makoto Matsumoto, A Method to Compute an Appropriate Sample Size of a Two-Level Test for the NIST Test Suite -- Stefan Heinrich, Lower Complexity Bounds for Parametric Stochastic Itoee Integration -- Lukas Herrmann and Christoph Schwab, QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs -- Masatake Hirao, QMC Designs and Determinantal Point Processes -- Adam W. Kolkiewicz, Efecient Monte Carlo For Diffusion Processes Using Ornstein-Uhlenbeck Bridges -- Ralph Kritzinger, Optimal Discrepancy Rate of Point Sets in Besov Spaces with Negative Smoothness -- Ralph Kritzinger, Helene Laimer, and Mario Neumuller, A Reduced Fast Construction of Polynomial Lattice Point Sets with Low Weighted Star Discrepancy -- David Mandel and Giray Okten, Randomized Sobolee Sensitivity Indices -- Hisanari Otsu, Shinichi Kinuwaki, and Toshiya Hachisuka, Supervised Learning of How to Blend Light Transport Simulations -- Pieterjan Robbe, Dirk Nuyens, and Stefan Vandewalle, A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger -- Shuang Zhao, Rong Kong, and Jerome Spanier, Towards Real-Time Monte Carlo for Biomedicine -- Zeyu Zheng, Jose Blanchet, and Peter W. Glynn, Rates of Convergence and CLTs for Subcanonical Debiased MLMC. ; | en_US |
| dc.format.extent | XI, 479 p. 66 illus., 45 illus. in color. ; online resource. ; | en_US |
| dc.publisher | Springer International Publishing : | en_US |
| dc.publisher | Imprint: Springer, | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.ispartofseries | Springer Proceedings in Mathematics & Statistics, ; 2194-1009 ; ; 241. ; | en_US |
| dc.relation.haspart | 9783319914350.pdf | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Computer Science and Mathematics | en_US |
| dc.subject | Computer simulation. ; | en_US |
| dc.subject | Applied mathematics. ; | en_US |
| dc.subject | Engineering mathematics. ; | en_US |
| dc.subject | Computer mathematics. ; | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Simulation and Modeling. ; | en_US |
| dc.subject | Computational Mathematics and Numerical Analysis. ; | en_US |
| dc.subject | Mathematics of Computing. ; | en_US |
| dc.subject | Applications of Mathematics. ; | en_US |
| dc.subject | Bayesian Probability. ; | en_US |
| dc.subject.ddc | 003.3 ; 23 ; | en_US |
| dc.subject.lcc | QA76.9.C65 ; | en_US |
| dc.title | Monte Carlo and Quasi-Monte Carlo Methods | en_US |
| dc.title.alternative | MCQMC 2016, Stanford, CA, August 14-19 / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| Appears in Collections: | مدیریت فناوری اطلاعات | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319914350.pdf | 10.46 MB | Adobe PDF | Preview File |