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Catalogue Information
Field name	Details
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
Links to Related Works	Subject References: Computational Mathematics and Numerical Analysis . Computer mathematics . Mathematics . Number Theory . Probabilities . Probability theory and stochastic processes . Statistics . Statistics and Computing/Statistics Programs . Authors: Fang, Kai-Tai . Hickernell, Fred J. . Niederreiter, Harald . Corporate Authors: SpringerLink (Online service) . Classification: 512.7 .

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Monte Carlo and Quasi-Monte Carlo Methods 2000: Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000 /

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