Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. (English) Zbl 1347.65003
Springer Proceedings in Mathematics & Statistics 163. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). xviii, 622 p. (2016).
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The articles of this volume will be reviewed individually. For the preceding conference see [Zbl 1282.65007].Indexed articles:
Dereich, Steffen; Li, Sangmeng, Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes, 3-27 [Zbl 1356.65016]
Hoel, Håkon; Häppölä, Juho; Tempone, Raúl, Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo, 29-86 [Zbl 1356.65019]
Hofer, Roswitha; Niederreiter, Harald, Vandermonde nets and Vandermonde sequences, 87-105 [Zbl 1354.11056]
Jakob, Wenzel, Path space Markov chain Monte Carlo methods in computer graphics, 107-141 [Zbl 1356.65066]
Matsumoto, Makoto; Ohori, Ryuichi, Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC, 143-160 [Zbl 1356.65013]
Novak, Erich, Some results on the complexity of numerical integration, 161-183 [Zbl 1356.65085]
Robert, Christian P., Approximate Bayesian computation: a survey on recent results, 185-205 [Zbl 1356.65031]
Barth, Andrea; Schwab, Christoph; Šukys, Jonas, Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations, 209-227 [Zbl 1382.76209]
Belomestny, Denis; Chen, Nan; Wang, Yiwei, Unbiased simulation of distributions with explicitly known integral transforms, 229-244 [Zbl 1356.65028]
Bréhier, Charles-Edouard; Goudenège, Ludovic; Tudela, Loïc, Central limit theorem for adaptive multilevel splitting estimators in an idealized setting, 245-260 [Zbl 1356.65029]
Carbone, Ingrid, Comparison between \(LS\)-sequences and \(\beta \)-adic van der Corput sequences, 261-270 [Zbl 1354.11054]
Gantner, Robert N.; Schwab, Christoph, Computational higher order quasi-Monte Carlo integration, 271-288 [Zbl 1356.65003]
Genz, Alan; Trinh, Giang, Numerical computation of multivariate normal probabilities using bivariate conditioning, 289-302 [Zbl 1356.65026]
Giles, Michael B.; Lester, Christopher; Whittle, James, Non-nested adaptive timesteps in multilevel Monte Carlo computations, 303-314 [Zbl 1356.65017]
Ginsbourger, David; Roustant, Olivier; Schuhmacher, Dominic; Durrande, Nicolas; Lenz, Nicolas, On ANOVA decompositions of kernels and Gaussian random field paths, 315-330 [Zbl 1356.65027]
Goda, Takashi; Ohori, Ryuichi; Suzuki, Kosuke; Yoshiki, Takehito, The mean square quasi-Monte Carlo error for digitally shifted digital nets, 331-350 [Zbl 1356.65005]
Göncü, Ahmet; Liu, Yaning; Ökten, Giray; Hussaini, M. Yousuff, Uncertainty and robustness in weather derivative models, 351-365 [Zbl 1354.91148]
Hickernell, Fred J.; Jiménez Rugama, Lluís Antoni, Reliable adaptive cubature using digital sequences, 367-383 [Zbl 1356.65006]
Hinrichs, Aicke; Oettershagen, Jens, Optimal point sets for quasi-Monte Carlo integration of bivariate periodic functions with bounded mixed derivatives, 385-405 [Zbl 1356.65007]
Jiménez Rugama, Lluís Antoni; Hickernell, Fred J., Adaptive multidimensional integration based on rank-1 lattices, 407-422 [Zbl 1356.65008]
Keller, Alexander; Dahm, Ken; Binder, Nikolaus, Path space filtering, 423-436 [Zbl 1356.65067]
Kritzer, Peter; Pillichshammer, Friedrich, Tractability of multivariate integration in hybrid function spaces, 437-454 [Zbl 1356.65009]
Kucherenko, Sergei; Song, Shugfang, Derivative-based global sensitivity measures and their link with Sobol’ sensitivity indices, 455-469 [Zbl 1356.65010]
Kunsch, Robert J., Bernstein numbers and lower bounds for the Monte Carlo error, 471-488 [Zbl 1356.65011]
Lang, Annika, A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes, 489-505 [Zbl 1356.65020]
Lenôtre, Lionel, A strategy for parallel implementations of stochastic Lagrangian simulation, 507-520 [Zbl 1356.65021]
Maatouk, Hassan; Bay, Xavier, A new rejection sampling method for truncated multivariate Gaussian random variables restricted to convex sets, 521-530 [Zbl 1356.65012]
Schretter, Colas; He, Zhijian; Gerber, Mathieu; Chopin, Nicolas; Niederreiter, Harald, Van der Corput and Golden ratio sequences along the Hilbert space-filling curve, 531-544 [Zbl 1356.65086]
Siedlecki, Paweł, Uniform weak tractability of weighted integration, 545-555 [Zbl 1356.65087]
Temlyakov, Vladimir, Incremental greedy algorithm and its applications in numerical integration, 557-570 [Zbl 1356.65088]
Ullrich, Mario, On “Upper error bounds for quadrature formulas on function classes” by K. K. Frolov, 571-582 [Zbl 1356.65089]
Zhou, Xuan; Hickernell, Fred J., Tractability of function approximation with product kernels, 583-598 [Zbl 1355.41023]
Zhu, Houying; Dick, Josef, Discrepancy estimates for acceptance-rejection samplers using stratified inputs, 599-619 [Zbl 1356.65014]
MSC:
65-06 | Proceedings, conferences, collections, etc. pertaining to numerical analysis |
65C05 | Monte Carlo methods |
65C60 | Computational problems in statistics (MSC2010) |
65D30 | Numerical integration |
60-06 | Proceedings, conferences, collections, etc. pertaining to probability theory |
60J22 | Computational methods in Markov chains |
60H35 | Computational methods for stochastic equations (aspects of stochastic analysis) |
91G60 | Numerical methods (including Monte Carlo methods) |
00B25 | Proceedings of conferences of miscellaneous specific interest |