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Author International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (14th : 2020 : Online)

Title Monte Carlo and Quasi-Monte Carlo methods : MCQMC 2020, Oxford, United Kingdom, August 10-14 / Alexander Keller, editor
Published Cham : Springer, [2022]


Description 1 online resource : illustrations (chiefly color)
Series Springer proceedings in mathematics & statistics ; volume 387
Springer proceedings in mathematics & statistics ; v.387.
Contents The MCQMC Conference Series -- The MCQMC Conference Series: P. LEcuyer and F. Puchhammer, Density Estimation by Monte Carlo and Quasi-Monte Carlo -- Sou-Cheng T. Choi, Fred J. Hickernell, Rathinavel Jagadeeswaran, Michael J. McCourt, and Aleksei G. Sorokin, Quasi-Monte Carlo Software -- Part II Regular Talks: P. LEcuyer, P. Marion, M. Godin, and F. Puchhamme, A Tool for Custom Construction of QMC and RQMC Point Sets -- Art B. Owen, On Dropping the first Sobol Point -- C. Lemieux and J. Wiart, On the Distribution of Scrambled Nets over Unanchored Boxes -- S. Heinrich, Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms -- N. Binder, S. Fricke, and A. Keller, Massively Parallel Path Space Filtering -- M. Hird, S. Livingstone, and G. Zanella, A fresh Take on Barker Dynamics for MCMC -- P. Blondeel, P. Robbe, S. Francois, G. Lombaert and S. Vandewalle, On the Selection of Random Field Evaluation Points in the p-MLQMC Method -- S. Si, Chris. J. Oates, Andrew B. Duncan, L. Carin, and Francois-Xavier Briol, Scalable Control Variates for Monte Carlo Methods via Stochastic Optimization -- Andrei S. Cozma and C. Reisinger, Simulation of Conditional Expectations under fast mean-reverting Stochastic Volatility Models -- M. Huber, Generating from the Strauss Process using stitching -- R. Nasdala and D. Potts, A Note on Transformed Fourier Systems for the Approximation of Non-Periodic Signals -- M. Hofert, A. Prasad, and Mu Zhu, Applications of Multivariate Quasi-Random Sampling with Neural Networks -- A. Keller and Matthijs Van keirsbilck, Artificial Neural Networks generated by Low Discrepancy Sequences
Summary This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in statistics, machine learning, finance, and computer graphics, offering information on the latest developments in Monte Carlo and quasi-Monte Carlo methods and their randomized versions
Notes International conference proceedings
Bibliography Includes bibliographical references
Notes Print version record
Subject Monte Carlo method -- Congresses
Monte Carlo method.
Mètode de Montecarlo.
Genre/Form Conference papers and proceedings.
Conference papers and proceedings.
Llibres electrònics.
Form Electronic book
Author Keller, Alexander, 1968- editor.
ISBN 9783030983192
Other Titles MCQMC 2020