## 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, 2002This 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

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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