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ORCIDMCQMC 2014: Leuven, Belgium
- Ronald Cools
, Dirk Nuyens:
Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014. Springer Proceedings in Mathematics and Statistics 163, Springer 2016, ISBN 978-3-319-33505-6 - Steffen Dereich, Sangmeng Li:
Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes. 3-27 - Håkon Hoel, Juho Häppölä, Raúl Tempone:
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. 29-86 - Roswitha Hofer, Harald Niederreiter:
Vandermonde Nets and Vandermonde Sequences. 87-105 - Wenzel Jakob:
Path Space Markov Chain Monte Carlo Methods in Computer Graphics. 107-141 - Makoto Matsumoto, Ryuichi Ohori:
Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC. 143-160 - Erich Novak:
Some Results on the Complexity of Numerical Integration. 161-183 - Christian P. Robert:
Approximate Bayesian Computation: A Survey on Recent Results. 185-205 - Andrea Barth, Christoph Schwab, Jonas Sukys:
Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier-Stokes Equations. 209-227 - Denis Belomestny, Nan Chen, Yiwei Wang:
Unbiased Simulation of Distributions with Explicitly Known Integral Transforms. 229-244 - Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela:
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. 245-260 - Ingrid Carbone:
Comparison Between LS-Sequences and \(\beta \) -Adic van der Corput Sequences. 261-270 - Robert N. Gantner, Christoph Schwab:
Computational Higher Order Quasi-Monte Carlo Integration. 271-288 - Alan Genz, Giang Trinh:
Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning. 289-302 - Michael B. Giles, Christopher Lester, James Whittle:
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. 303-314 - David Ginsbourger, Olivier Roustant, Dominic Schuhmacher, Nicolas Durrande, Nicolas Lenz:
On ANOVA Decompositions of Kernels and Gaussian Random Field Paths. 315-330 - Takashi Goda, Ryuichi Ohori, Kosuke Suzuki, Takehito Yoshiki:
The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets. 331-350 - Ahmet Göncü, Yaning Liu, Giray Ökten, M. Yousuff Hussaini:
Uncertainty and Robustness in Weather Derivative Models. 351-365 - Fred J. Hickernell, Lluís Antoni Jiménez Rugama:
Reliable Adaptive Cubature Using Digital Sequences. 367-383 - Aicke Hinrichs, Jens Oettershagen:
Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives. 385-405 - Lluís Antoni Jiménez Rugama, Fred J. Hickernell:
Adaptive Multidimensional Integration Based on Rank-1 Lattices. 407-422 - Alexander Keller, Ken Dahm, Nikolaus Binder:
Path Space Filtering. 423-436 - Peter Kritzer, Friedrich Pillichshammer:
Tractability of Multivariate Integration in Hybrid Function Spaces. 437-454 - Sergei S. Kucherenko, Shufang Song:
Derivative-Based Global Sensitivity Measures and Their Link with Sobol' Sensitivity Indices. 455-469 - Robert J. Kunsch:
Bernstein Numbers and Lower Bounds for the Monte Carlo Error. 471-488 - Annika Lang:
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes. 489-505 - Lionel Lenôtre:
A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation. 507-520 - Hassan Maatouk, Xavier Bay:
A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets. 521-530 - Colas Schretter, Zhijian He, Mathieu Gerber, Nicolas Chopin, Harald Niederreiter:
Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve. 531-544 - Pawel Siedlecki:
Uniform Weak Tractability of Weighted Integration. 545-555 - Vladimir N. Temlyakov:
Incremental Greedy Algorithm and Its Applications in Numerical Integration. 557-570 - Mario Ullrich:
On "Upper Error Bounds for Quadrature Formulas on Function Classes" by K.K. Frolov. 571-582 - Xuan Zhou, Fred J. Hickernell:
Tractability of Function Approximation with Product Kernels. 583-598 - Hou-Ying Zhu, Josef Dick:
Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs. 599-619
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