<E-Book>
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 / edited by Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter
Edition | 1st ed. 2002. |
---|---|
Publisher | (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer) |
Year | 2002 |
Size | XXII, 548 p. 5 illus : online resource |
Authors | Fang, Kai-Tai editor Hickernell, Fred J editor Niederreiter, Harald editor SpringerLink (Online service) |
Subjects | LCSH:Number theory LCSH:Probabilities LCSH:Mathematics—Data processing LCSH:Mathematical statistics—Data processing FREE:Number Theory FREE:Probability Theory FREE:Computational Mathematics and Numerical Analysis FREE:Statistics and Computing |
Notes | 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 HTTP:URL=https://doi.org/10.1007/978-3-642-56046-0 |
TOC
Hide book details.
E-Book | Location | Media type | Volume | Call No. | Status | Reserve | Comments | ISBN | Printed | Restriction | Designated Book | Barcode No. |
---|---|---|---|---|---|---|---|---|---|---|---|---|
E-Book | オンライン | 電子ブック |
|
Springer eBooks | 9783642560460 |
|
電子リソース |
|
EB00206352 |
Hide details.
Material Type | E-Book |
---|---|
Classification | LCC:QA241-247.5 DC23:512.7 |
ID | 4000109924 |
ISBN | 9783642560460 |
Similar Items
Usage statistics of this contents
Number of accesses to this page:7times
※After Sep 4, 2017