LEADER 06479nam 22006615 450 001 9910300140303321 005 20200630170641.0 010 $a3-319-91436-7 024 7 $a10.1007/978-3-319-91436-7 035 $a(CKB)3850000000035223 035 $a(DE-He213)978-3-319-91436-7 035 $a(MiAaPQ)EBC5512030 035 $a(PPN)229501702 035 $a(EXLCZ)993850000000035223 100 $a20180703d2018 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMonte Carlo and Quasi-Monte Carlo Methods $eMCQMC 2016, Stanford, CA, August 14-19 /$fedited by Art B. Owen, Peter W. Glynn 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (XI, 479 p. 66 illus., 45 illus. in color.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v241 311 $a3-319-91435-9 327 $aPart I Tutorials, Fred J. Hickernell, The Trio Identity for Quasi-Monte Carlo Error -- Pierre L?Ecuyer, Randomized Quasi-Monte Carlo: An Introduction for Practitioners -- Frances Y. Kuo and Dirk Nuyens, Application of Quasi-Monte Carlo Methods to PDEs with Random Coef?cients ? 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, Strati?ed Bayesian Optimization -- Part III Regular talks, Christoph Aistleitner, Dmitriy Bilyk, and Aleksandar Nikolov, Tusnady?s 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-Speci?ed Relative Error -- Robert N. Gantner, Dimension Truncation in QMC for Af?ne-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 Coef?cients -- 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 Ito? 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, Ef?cient 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 Sobol? 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. 330 $aThis book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v241 606 $aComputer simulation 606 $aComputer mathematics 606 $aComputer science?Mathematics 606 $aApplied mathematics 606 $aEngineering mathematics 606 $aStatistics  606 $aSimulation and Modeling$3https://scigraph.springernature.com/ontologies/product-market-codes/I19000 606 $aComputational Mathematics and Numerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M1400X 606 $aMathematics of Computing$3https://scigraph.springernature.com/ontologies/product-market-codes/I17001 606 $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003 606 $aBayesian Inference$3https://scigraph.springernature.com/ontologies/product-market-codes/S18000 615 0$aComputer simulation. 615 0$aComputer mathematics. 615 0$aComputer science?Mathematics. 615 0$aApplied mathematics. 615 0$aEngineering mathematics. 615 0$aStatistics . 615 14$aSimulation and Modeling. 615 24$aComputational Mathematics and Numerical Analysis. 615 24$aMathematics of Computing. 615 24$aApplications of Mathematics. 615 24$aBayesian Inference. 676 $a003.3 702 $aOwen$b Art B$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aGlynn$b Peter W$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910300140303321 996 $aMonte Carlo and quasi-Monte Carlo methods$91523473 997 $aUNINA