Monte Carlo and Quasi-Monte Carlo Methods 2002: Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25–28, 2002

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Harald Niederreiter
Springer Science & Business Media, Jun 28, 2011 - Mathematics - 460 pages
This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
 

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Contents

Invited Papers
1
How Many Random Bits Do We Need for Monte Carlo Integration?
27
On Tractability of Weighted Integration for Certain Banach
51
Polynomial Integration Lattices
72
Approximate Bayesian Computation and MCMC
99
New Challenges for the Simulation of Stochastic Processes
115
Stochastic Models and Monte Carlo Algorithms for Boltzmann
128
Digital Nets Duality and Algebraic Curves
155
Quantum Boolean Summation with Repetitions in
242
The Strong Tractability of Multivariate Integration Using
259
Minimizing Effective Dimension Using Linear Transformation
275
Component by Component Construction of Rank1 Lattice
293
Walsh Series Analysis of the Star Discrepancy of Digital Nets
314
QuasiMonte Carlo Methods for Estimating Transient Measures
329
QuasiMonte Carlo Methods for Elliptic BVPs
344
Stable Connectivity of Networks and Its Monte Carlo Estimation
357

Contributed Papers
167
Constructing Good Lattice Rules with Millions of Points
181
Lattice Structure of Nonlinear Pseudorandom Number Generators
198
Regression Now
213
Perturbation Monte Carlo Methods for the Solution
227
Using QuasiMonte Carlo Scenarios in Risk Management
378
Adaptive QuasiMonte Carlo Integration Based on MISER
393
When Does Monte Carlo Depend Polynomially on
407
A New Adaptive Method for Geometric Convergence
439
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