Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016, Stanford, CA, August 14-19: 241 (Springer Proceedings in Mathematics & Statistics)

by Art B. Owen (Editor), Peter W. Glynn (Editor)

• New

  Hardcover
  2018

  $158.04

  This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.

  The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.