Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer
| Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer |
| Autore | Leobacher, Gunther |
| Pubbl/distr/stampa | Cham, : Birkhauser ; Springer, 2014 |
| Descrizione fisica | XII, 195 p. : ill. ; 24 cm |
| Altri autori (Persone) | Pillichshammer, Friedrich |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
65D30 - Numerical integration [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 11K06 - General theory of distribution modulo $1$ [MSC 2020] |
| Soggetto non controllato |
Digital nets
Discrepancy Lattice Rules Numerical integration Quantitative Finance Quasi-Monte Carlo Uniform distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103267 |
Leobacher, Gunther
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| Cham, : Birkhauser ; Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer
| Introduction to quasi-Monte Carlo integration and applications / Gunther Leobacher, Friedrich Pillichshammer |
| Autore | Leobacher, Gunther |
| Pubbl/distr/stampa | Cham, : Birkhauser ; Springer, 2014 |
| Descrizione fisica | XII, 195 p. : ill. ; 24 cm |
| Altri autori (Persone) | Pillichshammer, Friedrich |
| Soggetto topico |
11K06 - General theory of distribution modulo $1$ [MSC 2020]
11K38 - Irregularities of distribution, discrepancy [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65D30 - Numerical integration [MSC 2020] |
| Soggetto non controllato |
Digital nets
Discrepancy Lattice Rules Numerical integration Quantitative Finance Quasi-Monte Carlo Uniform distribution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00103267 |
Leobacher, Gunther
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| Cham, : Birkhauser ; Springer, 2014 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor |
| Autore | Keller, Alexander |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 311 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Control variates
Density Estimation Light transport simulation Low-discrepancy sequences Markov Chain Monte Carlo Monte Carlo Neural networks Quasi-Monte Carlo Quasi-Monte Carlo software Randomized algorithms Sampling Stochastic simulation Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277961 |
Keller, Alexander
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| Cham, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor |
| Autore | Keller, Alexander |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 311 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Control variates
Density Estimation Light transport simulation Low-discrepancy sequences Markov Chain Monte Carlo Monte Carlo Neural networks Quasi-Monte Carlo Quasi-Monte Carlo software Randomized algorithms Sampling Stochastic simulation Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00277961 |
Keller, Alexander
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| Cham, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xi, 539 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249520 |
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1–6 / Bruno Tuffin, Pierre L'Ecuyer editors |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xi, 539 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00249520 |
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124877 |
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 479 p. : ill. ; 24 cm |
| Soggetto topico |
52C07 - Lattices and convex bodies in $n$ dimensions (aspects of discrete geometry) [MSC 2020]
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 65D32 - Numerical quadrature and cubature formulas [MSC 2020] 65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020] 65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020] 65Y20 - Complexity and performance of numerical algorithms [MSC 2020] 68Q17 - Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) [MSC 2020] 68Uxx - Computing methodologies and applications [MSC 2020] 91Gxx - Actuarial science and mathematical finance [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124877 |
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVIII, 622 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] 65D30 - Numerical integration [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 65D18 - Numerical aspects of computer graphics, image analysis, and computational geometry [MSC 2020] 11K38 - Irregularities of distribution, discrepancy [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 65C35 - Stochastic particle methods [MSC 2020] |
| Soggetto non controllato |
Low-discrepancy
Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Quasi-Monte Carlo |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115003 |
| [Cham], : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors
| Monte Carlo and quasi-Monte Carlo methods : MCQMC, Leuven, Belgium, april 2014 / Ronald Cools, Dirk Nuyens editors |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVIII, 622 p. : ill. ; 24 cm |
| Soggetto topico |
11K38 - Irregularities of distribution, discrepancy [MSC 2020]
11K45 - Pseudo-random numbers; Monte Carlo methods [MSC 2020] 65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65C35 - Stochastic particle methods [MSC 2020] 65C40 - Numerical analysis or methods applied to Markov chains [MSC 2020] 65D18 - Numerical aspects of computer graphics, image analysis, and computational geometry [MSC 2020] 65D30 - Numerical integration [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
| Soggetto non controllato |
Low-discrepancy
Markov Chain Monte Carlo Monte Carlo Multilevel Monte Carlo Quasi-Monte Carlo |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115003 |
| [Cham], : Springer, 2016 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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