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 QuasiMonte Carlo Uncertainty Quantification for AdvectionDiffusionReaction  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 HighDimensional 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 HaltonType 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 MixedInteger TwoStage 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 AsymptoticPreserving Particle Method for Kinetic Equations in the Diffusion Limit  Randomized Global Sensitivity Analysis and Model Robustness  Rapid CovarianceBased Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method  A Multilevel Monte Carlo Algorithm for Parabolic AdvectionDiffusion Problems with Discontinuous Coefficients  Estimates for Logarithmic and Riesz Energies of Spherical tDesigns  Rank1 Lattices and HigherOrder Exponential Splitting for the TimeDependent 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 QuasiMonte 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 quasiMonte 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 quasiMonte 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 highdimensional 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 

3030434656 
