Dewey Class |
512.7 |
Title |
Monte Carlo and Quasi-Monte Carlo Methods 2000 ([EBook] :) : Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000 / / edited by Kai-Tai Fang, Harald Niederreiter, Fred J. Hickernell. |
Added Personal Name |
Fang, Kai-Tai editor. |
Niederreiter, Harald editor. |
Hickernell, Fred J. editor. |
Other name(s) |
SpringerLink (Online service) |
Publication |
Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 2002. |
Physical Details |
XXII, 548 p. 5 illus. : online resource. |
ISBN |
9783642560460 |
Contents note |
Large Deviations in Rare Events Simulation: Examples, Counterexamples and Alternatives -- Some Applications of Quasi-Monte Carlo Methods in Statistics -- Some New Perspectives on the Method of Control Variates -- Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms -- Quasirandom Walk Methods -- Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators -- QMC Integration — Beating Intractability by Weighting the Coordinate Directions -- Quasi-Monte Carlo — Discrepancy between Theory and Practice -- Efficient Monte Carlo Simulation Methods in Statistical Physics -- An Historical Overview of Lattice Point Sets -- Multicanonical Monte Carlo Simulations -- Pricing American Derivatives using Simulation: A Biased Low Approach -- Fast Evaluation of the Asian Basket Option by Singular Value Decomposition -- Relationships Between Uniformity, Aberration and Correlation in Regular Fractions 3s-1 -- Uniformity in Fractional Factorials -- Another Random Scrambling of Digital (t, s)-Sequences -- Fast Generation of Randomized Low-Discrepancy Point Sets -- Obtaining O(N-2+?) Convergence for Lattice Quadrature Rules -- Efficient Bidirectional Path Tracing by Randomized Quasi-Monte Carlo Integration -- Residual Versus Error in Transport Problems -- Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2 -- Quasi-Regression and the Relative Importance of the ANOVA Components of a Function -- Variants of Transformed Density Rejection and Correlation Induction -- Using Discrepancy to Evaluate Fractional Factorial Designs -- A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues -- A Nonempirical Test on the Weight of Pseudorandom Number Generators -- A Kronecker Product Construction for Digital Nets -- Parallel Quasi-Monte Carlo Methods on a Heterogeneous Cluster -- American Option Pricing: A Classification-Monte Carlo (CMC) Approach -- A Software Implementation of Niederreiter-Xing Sequences -- Average Case Complexity of Weighted Integration and Approximation over IRd with Isotropic Weight -- Using MCMC for Logistic Regression Model Selection Involving Large Number of Candidate Models -- Quasi-Monte Carlo Methods in Designs of Spatial Sampling Points -- Improving the Efficiency of the Two-stage Shrinkage Estimators Using Bootstrap Methods -- Tractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains -- D-optimal Designs Based on Elementary Intervals for b-adic Haar Wavelet Regression Models -- On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series. |
System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
Internet Site |
http://dx.doi.org/10.1007/978-3-642-56046-0 |
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