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
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2002
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | XXII, 548 S. Ill., graph. Darst. |
| ISBN: | 354042718X |
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| 245 | 1 | 0 | |a Monte Carlo and quasi-Monte Carlo methods 2000 |b proceedings of a conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 - December 1, 2000 |c Kai-Tai Fang ... ed. |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2002 | |
| 300 | |a XXII, 548 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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Record in the Search Index
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TABLE
OF
CONTENTS
PREFACE
.
V
CONFERENCE
PARTICIPANTS
.
XI
INVITED
PAPERS
LARGE
DEVIATIONS
IN
RARE
EVENTS
SIMULATION:
EXAMPLES,
COUNTEREXAMPLES
AND
ALTERNATIVES
S0REN
ASMUSSEN
.
1
SOME
APPLICATIONS
OF
QUASI-MONTE
CARLO
METHODS
IN
STATISTICS
KAI-TAI
FANG
.
10
SOME
NEW
PERSPECTIVES
ON
THE
METHOD
OF
CONTROL
VARIATES
PETER
W.
GLYNN
AND
ROBERTO
SZECHTMAN
.
27
OPTIMAL
SUMMATION
AND
INTEGRATION
BY
DETERMINISTIC,
RANDOMIZED,
AND
QUANTUM
ALGORITHMS
STEFAN
HEINRICH
AND
ERICH
NOVAK
.
50
QUASIRANDOM
WALK
METHODS
CHRISTIAN
LECOT
AND
SHIGEYOSHI
OGAWA
.
63
RECENT
ADVANCES
IN
THE
THEORY
OF
NONLINEAR
PSEUDORANDOM
NUMBER
GENERATORS
HARALD
NIEDERREITER
AND
IGOR
E.
SHPARLINSKI
.
86
QMC
INTEGRATION
-
BEATING
INTRACTABILITY
BY
WEIGHTING
THE
COORDINATE
DIRECTIONS
IAN
H.
SLOAN
.
103
QUASI-MONTE
CARLO
-
DISCREPANCY
BETWEEN
THEORY
AND
PRACTICE
SHU
TEZUKA
.
124
EFFICIENT
MONTE
CARLO
SIMULATION
METHODS
IN
STATISTICAL
PHYSICS
JIAN-SHENG
WANG
.
141
AN
HISTORICAL
OVERVIEW
OF
LATTICE
POINT
SETS
YUAN
WANG
AND
FRED
J.
HICKEMELL
.
158
CONTRIBUTED
PAPERS
MULTICANONICAL
MONTE
CARLO
SIMULATIONS
BERND
A.
BERG
.
168
VIII
PRICING
AMERICAN
DERIVATIVES
USING
SIMULATION:
A
BIASED
LOW
APPROACH
PHELIM
P.
BOYLE,
ADAM
W.
KOLKIEWICZ,
AND
KEN
SENG
TAN
.
181
FAST
EVALUATION
OF
THE
ASIAN
BASKET
OPTION
BY
SINGULAR
VALUE
DECOMPOSITION
LARS
0.
DAHL
AND
FRED
E.
BENTH
.
201
RELATIONSHIPS
BETWEEN
UNIFORMITY,
ABERRATION
AND
CORRELATION
IN
REGULAR
FRACTIONS
3
S-1
KAI-TAI
FANG
AND
CHANG-XING
MA
.
215
UNIFORMITY
IN
FRACTIONAL
FACTORIALS
KAI
TAI
FANG,
CHANG-XING
MA,
AND
RAHUL
MUKERJEE
.
232
ANOTHER
RANDOM
SCRAMBLING
OF
DIGITAL
(T,
S)-SEQUENCES
HENRI
FAURE
AND
SHU
TEZUKA
.
242
FAST
GENERATION
OF RANDOMIZED
LOW-DISCREPANCY
POINT
SETS
ILJA
FRIEDEL
AND
ALEXANDER
KELLER
.
257
OBTAINING
O(N~
2+I
)
CONVERGENCE
FOR
LATTICE
QUADRATURE
RULES
FRED
J.
HICKEMELL
.
274
EFFICIENT
BIDIRECTIONAL
PATH
TRACING
BY
RANDOMIZED
QUASI-MONTE
CARLO
INTEGRATION
THOMAS
KOLLIG
AND
ALEXANDER
KELLER
.
290
RESIDUAL
VERSUS
ERROR
IN
TRANSPORT
PROBLEMS
RONG
KONG
AND
JEROME
SPANIER
.
306
CONSTRUCTION
OF
EQUIDISTRIBUTED
GENERATORS
BASED
ON
LINEAR
RECURRENCES
MODULO
2
PIERRE
L
'
ECUYER
AND
FRANCOIS
PANNETON
.
318
QUASI-REGRESSION
AND
THE
RELATIVE
IMPORTANCE
OF
THE
ANOVA
COMPONENTS
OF
A
FUNCTION
CHRISTIANE
LEMIEUX
AND
ART
B.
OWEN
.
331
VARIANTS
OF
TRANSFORMED
DENSITY
REJECTION
AND
CORRELATION
INDUCTION
JOSEF
LEYDOLD,
ERICH
JANKA,
AND
WOLFGANG
HDRMANN
.
345
USING
DISCREPANCY
TO
EVALUATE
FRACTIONAL
FACTORIAL
DESIGNS
MIN-QIAN
LIU
.
357
A
PARALLEL
QUASI-MONTE
CARLO
METHOD
FOR
COMPUTING
EXTREMAL
EIGENVALUES
MICHAEL
MASCAGNI
AND
ANETA
KARAIVANOVA
.
369
A
NONEMPIRICAL
TEST
ON
THE
WEIGHT
OF
PSEUDORANDOM
NUMBER
GENERATORS
MAKOTO
MATSUMOTO
AND
TAKUJI
NISHIMURA
.
381
IX
A
KRONECKER
PRODUCT
CONSTRUCTION
FOR
DIGITAL
NETS
HARALD
NIEDERREITER
AND
GOTTLIEB
PIRSIC
.
396
PARALLEL
QUASI-MONTE
CARLO
METHODS
ON
A
HETEROGENEOUS
CLUSTER
GIRAY
OKTEN
AND
ASHOK
SRINIVASAN
.
406
AMERICAN
OPTION
PRICING:
A
CLASSIFICATION-MONTE
CARLO
(CMC)
APPROACH
JORGE
A.
PICAZO
.
422
A
SOFTWARE
IMPLEMENTATION
OF
NIEDERREITER-XING
SEQUENCES
GOTTLIEB
PIRSIC
.
434
AVERAGE
CASE
COMPLEXITY
OF
WEIGHTED
INTEGRATION
AND
APPROXIMATION
OVER
JR
D
WITH
ISOTROPIC
WEIGHT
LESZEK
PLASKOTA,
KLAUS
RITTER,
AND
GRZEGORZ
W.
WASILKOWSKI
.
446
USING
MCMC
FOR
LOGISTIC
REGRESSION
MODEL
SELECTION
INVOLVING
LARGE
NUMBER
OF
CANDIDATE
MODELS
GUOQI
QIAN
AND
CHRIS
FIELD
.
460
QUASI-MONTE
CARLO
METHODS
IN
DESIGNS
OF
SPATIAL
SAMPLING
POINTS
YINGCAI
SU
.
475
IMPROVING
THE
EFFICIENCY
OF
THE
TWO-STAGE
SHRINKAGE
ESTIMATORS
USING
BOOTSTRAP
METHODS
VASANT
B.
WAIKAR,
MAKARAND
V.
RATNAPARKHI,
AND
FREDERICK
J.
SCHUURMANN
.
487
TRACTABILITY
OF
APPROXIMATION
AND
INTEGRATION
FOR
WEIGHTED
TENSOR
PRODUCT
PROBLEMS
OVER
UNBOUNDED
DOMAINS
G.
W.
WASILKOWSKI
AND
H.
WOZNIAKOWSKI
.
497
D-OPTIMAL
DESIGNS
BASED
ON
ELEMENTARY
INTERVALS
FOR
B-ADIC
HAAR
WAVELET
REGRESSION
MODELS
MIN
YU
XIE
.
523
ON
THE
MONTE-CARLO
SIMULATION
OF
SEVERAL
REGRESSION
ESTIMATORS
IN
NONLINEAR
TIME
SERIES
JUN
ZHENG
AND
ZHONGJIE
XIE
.
536 |
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| discipline | Mathematik |
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| id | DE-604.BV014072418 |
| illustrated | Illustrated |
| indexdate | 2024-08-22T00:34:02Z |
| institution | BVB |
| isbn | 354042718X |
| language | English |
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| spelling | 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 Kai-Tai Fang ... ed. Berlin [u.a.] Springer 2002 XXII, 548 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2000 Hongkong gnd-content Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 Fang, Kaitai 1940- Sonstige (DE-588)124276628 oth DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009638537&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | 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 Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)1071861417 |
| title | 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 |
| title_auth | 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 |
| title_exact_search | 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 |
| title_full | 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 Kai-Tai Fang ... ed. |
| title_fullStr | 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 Kai-Tai Fang ... ed. |
| title_full_unstemmed | 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 Kai-Tai Fang ... ed. |
| title_short | Monte Carlo and quasi-Monte Carlo methods 2000 |
| title_sort | 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 |
| title_sub | proceedings of a conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 - December 1, 2000 |
| topic | Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Monte-Carlo, Méthode de - Congrès Sciences - Informatique - Congrès Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation Konferenzschrift 2000 Hongkong |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009638537&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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