×

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).

Show indexed articles as search result.

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

Citations:

Zbl 1282.65007
Full Text: DOI