Monte Carlo and Quasi-Monte Carlo Methods (eBook, PDF)
MCQMC 2022, Linz, Austria, July 17–22
235,39 €
inkl. MwSt.
Sofort per Download lieferbar
Monte Carlo and Quasi-Monte Carlo Methods (eBook, PDF)
MCQMC 2022, Linz, Austria, July 17–22
- Format: PDF
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
Bitte loggen Sie sich zunächst in Ihr Kundenkonto ein oder registrieren Sie sich bei
bücher.de, um das eBook-Abo tolino select nutzen zu können.
Hier können Sie sich einloggen
Hier können Sie sich einloggen
Sie sind bereits eingeloggt. Klicken Sie auf 2. tolino select Abo, um fortzufahren.
Bitte loggen Sie sich zunächst in Ihr Kundenkonto ein oder registrieren Sie sich bei bücher.de, um das eBook-Abo tolino select nutzen zu können.
This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. 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…mehr
- Geräte: PC
- ohne Kopierschutz
- eBook Hilfe
- Größe: 25.7MB
- Upload möglich
Andere Kunden interessierten sich auch für
- Monte Carlo and Quasi-Monte Carlo Methods (eBook, PDF)149,79 €
- Engineering Mathematics II (eBook, PDF)149,79 €
- Engineering Mathematics I (eBook, PDF)149,79 €
- Interdisciplinary Topics in Applied Mathematics, Modeling and Computational Science (eBook, PDF)96,29 €
- Recent Advances in Mathematical and Statistical Methods (eBook, PDF)149,79 €
- Computational Statistics and Data Intelligence (eBook, PDF)213,99 €
- Numerical Mathematics and Advanced Applications - ENUMATH 2013 (eBook, PDF)149,79 €
-
-
-
This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. 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 highly active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, in particular arising in finance, statistics and computer graphics.
Produktdetails
- Produktdetails
- Verlag: Springer International Publishing
- Seitenzahl: 657
- Erscheinungstermin: 12. Juli 2024
- Englisch
- ISBN-13: 9783031597626
- Artikelnr.: 71259814
- Verlag: Springer International Publishing
- Seitenzahl: 657
- Erscheinungstermin: 12. Juli 2024
- Englisch
- ISBN-13: 9783031597626
- Artikelnr.: 71259814
Part I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs.- M. B. Giles, MLMC Techniques for Discontinuous Functions.- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures.- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions.- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems.- Chris. J. Oates, Minimum Kernel Discrepancy Estimators.- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics.- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions.- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenges in Developing Great Quasi-Monte Carlo Software.- L. Enzi, S. Thonhauser, Numerical Computation of Risk Functionals in PDMP Risk Models.- J. Fiedler, M. Gnewuch, Christian Weiß, New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices.- C. García-Pareja, F. Nobile, Unbiased Likelihood Estimation of Wright-Fisher Diffusion Processes.- Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, A. Srikumar, Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation.- Philipp A. Guth, V. Kaarnioja, Application of Dimension Truncation Error Analysis to High Dimensional Function Approximation in Uncertainty Quantification.- Rami El Haddad, C. Lécot, Pierre L’Ecuyer, Simple Stratified Sampling for Simulating Multi-Dimensional Markov Chains.- K. Harsha, M. Gnewuch, M. Wnuk, Infinite-Variate
Part I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs.- M. B. Giles, MLMC Techniques for Discontinuous Functions.- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures.- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions.- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems.- Chris. J. Oates, Minimum Kernel Discrepancy Estimators.- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics.- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions.- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenges in Developing Great Quasi-Monte Carlo Software.- L. Enzi, S. Thonhauser, Numerical Computation of Risk Functionals in PDMP Risk Models.- J. Fiedler, M. Gnewuch, Christian Weiß, New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices.- C. García-Pareja, F. Nobile, Unbiased Likelihood Estimation of Wright-Fisher Diffusion Processes.- Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, A. Srikumar, Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation.- Philipp A. Guth, V. Kaarnioja, Application of Dimension Truncation Error Analysis to High Dimensional Function Approximation in Uncertainty Quantification.- Rami El Haddad, C. Lécot, Pierre L'Ecuyer, Simple Stratified Sampling for Simulating Multi-Dimensional Markov Chains.- K. Harsha, M. Gnewuch, M. Wnuk, Infinite-Variate 2-Approximation with Nested Subspace Sampling.- S. Heinrich, Randomized Complexity of Vector-Valued Approximation.-
A. Keller, C. Wächter, N. Binder, Quasi-Monte Carlo Algorithms (not only) for Graphics Software.- S. Krumscheid, Per Pettersson, Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling.- Frances Y. Kuo, Weiwen Mo, D. Nuyens, Ian H. Sloan, A. Srikumar, Comparison of Two Search Criteria for Lattice-based Kernel Approximation.- M. Longo, C. Schwab, A. Stein, A-posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure.- E. Løvbak, F. Blondeel, A. Lee, L. Vanroye, Andreas Van Barel, G. Samaey, Reversible Random Number Generation for Adjoint Monte Carlo Simulation of the Heat Equation.- H. Maatouk, D. Rullière, X. Bay, Large Scale Gaussian Processes with Matheron's Update Rule and Karhunen-Loève Expansion.- A. Mickel, A. Neuenkirch, The Order Barrier for the 1-approximation of the Log-Heston SDE at a Single Point.- D. Nuyens, L. Wilkes, A Randomised Lattice Rule Algorithm with Pre-determined Generating Vector and Random Number of Points for Korobov Spaces with 0 < 1/2.- L. Paulin, D. Coeurjolly, N. Bonneel, Jean-Claude Iehl, V. Ostromoukhov, A. Keller, Generator Matrices by Solving Integer Linear Programs.- K. Ravi, T. Neckel, Hans-Joachim Bungartz, Multi-fidelity No-U-Turn Sampling.- C. Reisinger, M. Olympia Tsianni, Convergence of the Euler-Maruyama Particle Scheme for a Regularised McKean-Vlasov Equation Arising from the Calibration of Local-stochastic Volatility models.- A. G. Sorokin, J. Rathinavel, On Bounding and Approximating Functions of Multiple Expectations using Quasi-Monte Carlo.- K. Spendier, M. Szölgyenyi, Convergence of the Tamed-Euler-Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift.- Víctor de la Torre, J. Marzo, QMC Strength for some Random Configurations on the Sphere.- P. Vanmechelen, G. Lombaert, G. Samaey, Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment.- M. Wnuk, A Note on Compact Embeddings of Reproducing Kernel Hilbert Spaces in 2 and Infinite-variate Function Approximation.
A. Keller, C. Wächter, N. Binder, Quasi-Monte Carlo Algorithms (not only) for Graphics Software.- S. Krumscheid, Per Pettersson, Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling.- Frances Y. Kuo, Weiwen Mo, D. Nuyens, Ian H. Sloan, A. Srikumar, Comparison of Two Search Criteria for Lattice-based Kernel Approximation.- M. Longo, C. Schwab, A. Stein, A-posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure.- E. Løvbak, F. Blondeel, A. Lee, L. Vanroye, Andreas Van Barel, G. Samaey, Reversible Random Number Generation for Adjoint Monte Carlo Simulation of the Heat Equation.- H. Maatouk, D. Rullière, X. Bay, Large Scale Gaussian Processes with Matheron's Update Rule and Karhunen-Loève Expansion.- A. Mickel, A. Neuenkirch, The Order Barrier for the 1-approximation of the Log-Heston SDE at a Single Point.- D. Nuyens, L. Wilkes, A Randomised Lattice Rule Algorithm with Pre-determined Generating Vector and Random Number of Points for Korobov Spaces with 0 < 1/2.- L. Paulin, D. Coeurjolly, N. Bonneel, Jean-Claude Iehl, V. Ostromoukhov, A. Keller, Generator Matrices by Solving Integer Linear Programs.- K. Ravi, T. Neckel, Hans-Joachim Bungartz, Multi-fidelity No-U-Turn Sampling.- C. Reisinger, M. Olympia Tsianni, Convergence of the Euler-Maruyama Particle Scheme for a Regularised McKean-Vlasov Equation Arising from the Calibration of Local-stochastic Volatility models.- A. G. Sorokin, J. Rathinavel, On Bounding and Approximating Functions of Multiple Expectations using Quasi-Monte Carlo.- K. Spendier, M. Szölgyenyi, Convergence of the Tamed-Euler-Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift.- Víctor de la Torre, J. Marzo, QMC Strength for some Random Configurations on the Sphere.- P. Vanmechelen, G. Lombaert, G. Samaey, Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment.- M. Wnuk, A Note on Compact Embeddings of Reproducing Kernel Hilbert Spaces in 2 and Infinite-variate Function Approximation.
Part I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs.- M. B. Giles, MLMC Techniques for Discontinuous Functions.- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures.- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions.- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems.- Chris. J. Oates, Minimum Kernel Discrepancy Estimators.- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics.- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions.- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenges in Developing Great Quasi-Monte Carlo Software.- L. Enzi, S. Thonhauser, Numerical Computation of Risk Functionals in PDMP Risk Models.- J. Fiedler, M. Gnewuch, Christian Weiß, New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices.- C. García-Pareja, F. Nobile, Unbiased Likelihood Estimation of Wright-Fisher Diffusion Processes.- Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, A. Srikumar, Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation.- Philipp A. Guth, V. Kaarnioja, Application of Dimension Truncation Error Analysis to High Dimensional Function Approximation in Uncertainty Quantification.- Rami El Haddad, C. Lécot, Pierre L’Ecuyer, Simple Stratified Sampling for Simulating Multi-Dimensional Markov Chains.- K. Harsha, M. Gnewuch, M. Wnuk, Infinite-Variate
Part I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs.- M. B. Giles, MLMC Techniques for Discontinuous Functions.- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures.- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions.- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems.- Chris. J. Oates, Minimum Kernel Discrepancy Estimators.- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics.- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions.- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenges in Developing Great Quasi-Monte Carlo Software.- L. Enzi, S. Thonhauser, Numerical Computation of Risk Functionals in PDMP Risk Models.- J. Fiedler, M. Gnewuch, Christian Weiß, New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices.- C. García-Pareja, F. Nobile, Unbiased Likelihood Estimation of Wright-Fisher Diffusion Processes.- Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, A. Srikumar, Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation.- Philipp A. Guth, V. Kaarnioja, Application of Dimension Truncation Error Analysis to High Dimensional Function Approximation in Uncertainty Quantification.- Rami El Haddad, C. Lécot, Pierre L'Ecuyer, Simple Stratified Sampling for Simulating Multi-Dimensional Markov Chains.- K. Harsha, M. Gnewuch, M. Wnuk, Infinite-Variate 2-Approximation with Nested Subspace Sampling.- S. Heinrich, Randomized Complexity of Vector-Valued Approximation.-
A. Keller, C. Wächter, N. Binder, Quasi-Monte Carlo Algorithms (not only) for Graphics Software.- S. Krumscheid, Per Pettersson, Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling.- Frances Y. Kuo, Weiwen Mo, D. Nuyens, Ian H. Sloan, A. Srikumar, Comparison of Two Search Criteria for Lattice-based Kernel Approximation.- M. Longo, C. Schwab, A. Stein, A-posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure.- E. Løvbak, F. Blondeel, A. Lee, L. Vanroye, Andreas Van Barel, G. Samaey, Reversible Random Number Generation for Adjoint Monte Carlo Simulation of the Heat Equation.- H. Maatouk, D. Rullière, X. Bay, Large Scale Gaussian Processes with Matheron's Update Rule and Karhunen-Loève Expansion.- A. Mickel, A. Neuenkirch, The Order Barrier for the 1-approximation of the Log-Heston SDE at a Single Point.- D. Nuyens, L. Wilkes, A Randomised Lattice Rule Algorithm with Pre-determined Generating Vector and Random Number of Points for Korobov Spaces with 0 < 1/2.- L. Paulin, D. Coeurjolly, N. Bonneel, Jean-Claude Iehl, V. Ostromoukhov, A. Keller, Generator Matrices by Solving Integer Linear Programs.- K. Ravi, T. Neckel, Hans-Joachim Bungartz, Multi-fidelity No-U-Turn Sampling.- C. Reisinger, M. Olympia Tsianni, Convergence of the Euler-Maruyama Particle Scheme for a Regularised McKean-Vlasov Equation Arising from the Calibration of Local-stochastic Volatility models.- A. G. Sorokin, J. Rathinavel, On Bounding and Approximating Functions of Multiple Expectations using Quasi-Monte Carlo.- K. Spendier, M. Szölgyenyi, Convergence of the Tamed-Euler-Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift.- Víctor de la Torre, J. Marzo, QMC Strength for some Random Configurations on the Sphere.- P. Vanmechelen, G. Lombaert, G. Samaey, Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment.- M. Wnuk, A Note on Compact Embeddings of Reproducing Kernel Hilbert Spaces in 2 and Infinite-variate Function Approximation.
A. Keller, C. Wächter, N. Binder, Quasi-Monte Carlo Algorithms (not only) for Graphics Software.- S. Krumscheid, Per Pettersson, Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling.- Frances Y. Kuo, Weiwen Mo, D. Nuyens, Ian H. Sloan, A. Srikumar, Comparison of Two Search Criteria for Lattice-based Kernel Approximation.- M. Longo, C. Schwab, A. Stein, A-posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure.- E. Løvbak, F. Blondeel, A. Lee, L. Vanroye, Andreas Van Barel, G. Samaey, Reversible Random Number Generation for Adjoint Monte Carlo Simulation of the Heat Equation.- H. Maatouk, D. Rullière, X. Bay, Large Scale Gaussian Processes with Matheron's Update Rule and Karhunen-Loève Expansion.- A. Mickel, A. Neuenkirch, The Order Barrier for the 1-approximation of the Log-Heston SDE at a Single Point.- D. Nuyens, L. Wilkes, A Randomised Lattice Rule Algorithm with Pre-determined Generating Vector and Random Number of Points for Korobov Spaces with 0 < 1/2.- L. Paulin, D. Coeurjolly, N. Bonneel, Jean-Claude Iehl, V. Ostromoukhov, A. Keller, Generator Matrices by Solving Integer Linear Programs.- K. Ravi, T. Neckel, Hans-Joachim Bungartz, Multi-fidelity No-U-Turn Sampling.- C. Reisinger, M. Olympia Tsianni, Convergence of the Euler-Maruyama Particle Scheme for a Regularised McKean-Vlasov Equation Arising from the Calibration of Local-stochastic Volatility models.- A. G. Sorokin, J. Rathinavel, On Bounding and Approximating Functions of Multiple Expectations using Quasi-Monte Carlo.- K. Spendier, M. Szölgyenyi, Convergence of the Tamed-Euler-Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift.- Víctor de la Torre, J. Marzo, QMC Strength for some Random Configurations on the Sphere.- P. Vanmechelen, G. Lombaert, G. Samaey, Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment.- M. Wnuk, A Note on Compact Embeddings of Reproducing Kernel Hilbert Spaces in 2 and Infinite-variate Function Approximation.