國立高雄大學圖資館 |

Language: English

Back

Monte Carlo and Quasi-Monte Carlo methodsMCQMC 2020, Oxford, United Kingdom, August 10-14 /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Monte Carlo and Quasi-Monte Carlo methodsedited by Alexander Keller.
Reminder of title:	MCQMC 2020, Oxford, United Kingdom, August 10-14 /
remainder title:	MCQMC 2020
other author:	Keller, Alexander.
corporate name:
Published:	Cham :Springer International Publishing :2022.
Description:	xvi, 311 p. :ill. (chiefly col.), digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Monte Carlo methodCongresses.
Online resource:	https://doi.org/10.1007/978-3-030-98319-2
ISBN:	9783030983192$q(electronic bk.)

Monte Carlo and Quasi-Monte Carlo methodsMCQMC 2020, Oxford, United Kingdom, August 10-14 /
Monte Carlo and Quasi-Monte Carlo methodsMCQMC 2020, Oxford, United Kingdom, August 10-14 /[electronic resource] :MCQMC 2020edited by Alexander Keller. - Cham :Springer International Publishing :2022. - xvi, 311 p. :ill. (chiefly col.), digital ;24 cm. - Springer proceedings in mathematics & statistics,v. 3872194-1017 ;. - Springer proceedings in mathematics & statistics ;v.19..

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. 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.

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.

ISBN: 9783030983192$q(electronic bk.)

Standard No.: 10.1007/978-3-030-98319-2doiSubjects--Topical Terms:

387284
Monte Carlo method
--Congresses.

LC Class. No.: QA298 / .I57 2020

Dewey Class. No.: 518.282

Monte Carlo and Quasi-Monte Carlo methodsMCQMC 2020, Oxford, United Kingdom, August 10-14 /
LDR:03363nmm a2200349 a 4500 001 621452
003 DE-He213
005 20220520082856.0
006 m d
007 cr nn 008maaau
008 221121s2022 sz s 0 eng d
020 $a 9783030983192$q(electronic bk.)
020 $a 9783030983185$q(paper)
024 7 $a 10.1007/978-3-030-98319-2 $2 doi
035 $a 978-3-030-98319-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA298 $b .I57 2020
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
082 0 4 $a 518.282 $2 23
090 $a QA298 $b .I61 2020
111 2 $n (3rd : $d 1998 : $c Amsterdam, Netherlands) $3 194767
245 1 0 $a Monte Carlo and Quasi-Monte Carlo methods $h [electronic resource] : $b MCQMC 2020, Oxford, United Kingdom, August 10-14 / $c edited by Alexander Keller.
246 3 $a MCQMC 2020
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2022.
300 $a xvi, 311 p. : $b ill. (chiefly col.), digital ; $c 24 cm.
490 1 $a Springer proceedings in mathematics & statistics, $x 2194-1017 ; $v v. 387
505 0 $a 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. 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.
520 $a 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.
650 0 $a Monte Carlo method $v Congresses. $3 387284
650 1 4 $a Statistics. $3 182057
650 2 4 $a Number Theory. $3 274059
650 2 4 $a Functional Analysis. $3 274845
650 2 4 $a Optimization. $3 274084
700 1 $a Keller, Alexander. $3 279432
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Springer proceedings in mathematics & statistics ; $v v.19. $3 569116
856 4 0 $u https://doi.org/10.1007/978-3-030-98319-2
950 $a Mathematics and Statistics (SpringerNature-11649)