Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors

• Pubblicazione: Cham, : Springer, 2018
• Titolo uniforme: Monte Carlo and quasi-Monte Carlo methods. MCQMC 2016
• Descrizione fisica: xi, 479 p. : ill. ; 24 cm
• Soggetto topico: 68Uxx - Computing methodologies and applications [MSC 2020]; 91Gxx - Actuarial science and mathematical finance [MSC 2020]; 65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]; 65Y20 - Complexity and performance of numerical algorithms [MSC 2020]; 65D32 - Numerical quadrature and cubature formulas [MSC 2020]; 52C07 - Lattices and convex bodies in $n$ dimensions (aspects of discrete geometry) [MSC 2020]; 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]; 68Q17 - Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) [MSC 2020]; 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020]
• Soggetto non controllato: Bayesian computation; Computational complexity; Cubature; Discrepancy; Graphical Rendering; Importance Sampling; Lattice Rules; Markov Chain Monte Carlo; Monte Carlo; Multilevel Monte Carlo; Probabilistic Numerics; Quadrature; Quasi-Monte Carlo; Sequential Monte Carlo; Simulation; Stochastic Computation
• Persona (resp. second.): Cools, Ronald; Nuyens, Dirk
• Titolo autorizzato: Monte Carlo and quasi-Monte Carlo methods. MCQMC 2016
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0124877
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-91436-7
• Serie: Springer proceedings in mathematics & statistics Berlin [etc.] . -Springer ; 241