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| Link zu diesem Datensatz | https://d-nb.info/1339073706 |
| Art des Inhalts | Konferenzschrift |
| Titel | Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2022, Linz, Austria, July 17–22 / edited by Aicke Hinrichs, Peter Kritzer, Friedrich Pillichshammer |
| Person(en) |
Hinrichs, Aicke (Herausgeber) Kritzer, Peter (Herausgeber) Pillichshammer, Friedrich (Herausgeber) |
| Organisation(en) | SpringerLink (Online service) (Sonstige) |
| Ausgabe | 1st ed. 2024 |
| Verlag | Cham : Springer International Publishing, Imprint: Springer |
| Zeitliche Einordnung | Erscheinungsdatum: 2024 |
| Umfang/Format | Online-Ressource, XIII, 668 p. 112 illus., 93 illus. in color. : online resource. |
| Andere Ausgabe(n) |
Printed edition:: ISBN: 978-3-031-59761-9 Printed edition:: ISBN: 978-3-031-59763-3 Printed edition:: ISBN: 978-3-031-59764-0 |
| Inhalt | 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 |
| Persistent Identifier |
URN: urn:nbn:de:101:1-2408151201168.201984063309 DOI: 10.1007/978-3-031-59762-6 |
| URL | https://doi.org/10.1007/978-3-031-59762-6 |
| ISBN/Einband/Preis | 978-3-031-59762-6 |
| Sprache(n) | Englisch (eng) |
| Beziehungen | Springer Proceedings in Mathematics & Statistics ; 460 |
| DDC-Notation | 518 (maschinell ermittelte DDC-Kurznotation) |
| Sachgruppe(n) | 510 Mathematik |
| Online-Zugriff | Archivobjekt öffnen |
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