Monte Carlo and Quasi-Monte Carlo Methods

£89.50

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19

Numerical analysis Bayesian inference Applied mathematics Maths for computer scientists Computer modelling and simulation

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Collection: Springer Proceedings in Mathematics & Statistics

Language: English

Published by: Springer

Published on: 3rd July 2018

Format: LCP-protected ePub

Size: 10 Mb

ISBN: 9783319914367


This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016.  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, computer graphics and the solution of PDEs.

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