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Author International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (13th : 2018 : Rennes, France), author

Title Monte Carlo and Quasi-Monte Carlo methods : MCQMC 2018, Rennes, France, July 1-6 / Bruno Tuffin, Pierre L'Ecuyer, editors
Published Cham : Springer, [2020]


Description 1 online resource (xi, 539 pages)
Series Springer Proceedings in Mathematics and Statistics ; v. 324
Springer proceedings in mathematics & statistics ; v. 324.
Contents Part I. Invited talks -- A Tutorial on Quantile Estimation via Monte Carlo -- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction -- Selecting the Best Simulated System: Thinking Differently About an old problem -- Discrepancy of Digital Sequences: New Results on a Classical QMC topic -- Part II. Regular talks -- Network Structure Change Point Detection by Posterior Predictive discrepancy -- Stochastic Methods for Solving High-Dimensional Partial differential equations -- Massively Parallel Construction of Radix Tree Forests for the Efficient Sampling of Discrete or Piecewise Constant Probability Distributions -- An Adaptive Algorithm Employing Continuous Linear Functionals -- Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction -- Sudoku Latin Square Sampling for Markov Chain Simulation -- Avoiding the Sign Problem in Lattice Field Theory -- On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets -- Robust Estimation of the Mean with Bounded Relative Standard deviation -- Infinite Swapping Algorithm for Training Restricted Boltzmann machines -- Sensitivity Ranks by Monte Carlo -- Lower Bounds on the Lp Discrepancy of Digital NUT Sequences -- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization -- Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC -- A Multilevel Monte Carlo Asymptotic-Preserving Particle Method for Kinetic Equations in the Diffusion Limit -- Randomized Global Sensitivity Analysis and Model Robustness -- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method -- A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients -- Estimates for Logarithmic and Riesz Energies of Spherical t-Designs -- Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation -- An Analysis of the Milstein Scheme for SPDEs Without a Commutative Noise Condition -- QMC Sampling from Empirical Datasets
Summary This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 and computer graphics
Bibliography Includes bibliographical references
Notes Print version record
Subject Monte Carlo method -- Congresses
Probability & statistics.
Computer modelling & simulation.
Applied mathematics.
Numerical analysis.
Maths for scientists.
Mathematics -- Probability & Statistics -- General.
Computers -- Computer Simulation.
Mathematics -- Applied.
Mathematics -- Number Systems.
Computers -- Computer Science.
Monte Carlo method.
Genre/Form Electronic books
Conference papers and proceedings.
Conference papers and proceedings.
Actes de congrès.
Form Electronic book
Author Tuffin, Bruno, editor.
L'Écuyer, Pierre, 1950- editor.
ISBN 9783030434656
Other Titles MCQMC 2018