Monte Carlo and Quasi-Monte Carlo Methods
Springer International Publishing (Verlag)
978-3-030-98318-5 (ISBN)
The MCQMC Conference Series.- The MCQMC Conference Series: P. L'Ecuyer 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. L'Ecuyer, 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. François, 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 François-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.
Erscheinungsdatum | 25.05.2022 |
---|---|
Reihe/Serie | Springer Proceedings in Mathematics & Statistics |
Zusatzinfo | XVI, 311 p. 69 illus., 53 illus. in color. |
Verlagsort | Cham |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 651 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
Schlagworte | Control variates • Density Estimation • light transport simulation • Low-discrepancy sequences • Markov chain Monte Carlo (MCMC) • MCQMC • Monte Carlo • Neural networks • quasi-Monte Carlo • quasi-Monte Carlo software • randomized algorithms • Sampling • Stochastic Simulation • variance reduction |
ISBN-10 | 3-030-98318-8 / 3030983188 |
ISBN-13 | 978-3-030-98318-5 / 9783030983185 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich