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Monte Carlo and Quasi-Monte Carlo Methods 2012

  • Josef Dick
  • Frances Y. Kuo
  • Gareth W. Peters
  • Ian H. Sloan

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 65)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Invited Articles

    1. Front Matter
      Pages 1-1
    2. Pierre Del Moral, Gareth W. Peters, Christelle Vergé
      Pages 39-81
    3. Michael B. Giles
      Pages 83-103
    4. Fred J. Hickernell, Lan Jiang, Yuewei Liu, Art B. Owen
      Pages 105-128
    5. Aicke Hinrichs
      Pages 129-172
  3. Tutorial

    1. Front Matter
      Pages 211-211
    2. Alexander Keller
      Pages 213-249
  4. Contributed Articles

    1. Front Matter
      Pages 251-251
    2. Nico Achtsis, Ronald Cools, Dirk Nuyens
      Pages 253-269
    3. Christoph Aistleitner, Markus Weimar
      Pages 271-287
    4. Dmitriy Bilyk
      Pages 289-296
    5. Thomas Daun, Stefan Heinrich
      Pages 297-316
    6. Rami El Haddad, Rana Fakhereddine, Christian Lécot, Gopalakrishnan Venkiteswaran
      Pages 317-330
    7. Michael B. Giles, Lukasz Szpruch
      Pages 367-384
    8. François Giraud, Pierre Del Moral
      Pages 385-398
    9. Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, Yuki Otsuka
      Pages 417-426
    10. Roswitha Hofer, Gottlieb Pirsic
      Pages 427-437
    11. Jonathan M. Keith, Christian M. Davey
      Pages 455-466
    12. Alexander Keller, Nikolaus Binder
      Pages 467-480
    13. Mihály Kovács, Stig Larsson, Karsten Urban
      Pages 481-499
    14. Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer
      Pages 501-515
    15. Alexander Litvinenko, Hermann G. Matthies, Tarek A. El-Moselhy
      Pages 535-551
    16. Daniel Rudolf
      Pages 597-612
  5. Back Matter
    Pages 667-686

About these proceedings

Introduction

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.

Keywords

Markov chain Monte Carlo Monte Carlo Quasi-Monte Carlo

Editors and affiliations

  • Josef Dick
    • 1
  • Frances Y. Kuo
    • 2
  • Gareth W. Peters
    • 3
  • Ian H. Sloan
    • 4
  1. 1.The University of New South Wales School of Mathematics and StatisticsSydneyAustralia
  2. 2.The University of New South Wales School of Mathematics and StatisticsSydneyAustralia
  3. 3.The University of New South Wales School of Mathematics and StatisticsSydneyAustralia
  4. 4.The University of New South Wales School of Mathematics and StatisticsSydneyAustralia

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-41095-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 2013
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-41094-9
  • Online ISBN 978-3-642-41095-6
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017
  • Buy this book on publisher's site
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