Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2022, Linz, Austria, July 17-22
暫譯: 蒙地卡羅與準蒙地卡羅方法:McQmc 2022,奧地利林茲,7月17日至22日

Hinrichs, Aicke, Kritzer, Peter, Pillichshammer, Friedrich

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商品描述

This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these highly active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, in particular arising in finance, statistics and computer graphics.

商品描述(中文翻譯)

本書呈現了第十五屆國際蒙地卡羅與準蒙地卡羅方法在科學計算中的會議論文集,該會議於2022年7月在奧地利林茲舉行,由約翰·開普勒大學和奧地利科學院主辦。這些雙年會議是蒙地卡羅和準蒙地卡羅研究者的重要盛會。論文集包括基於邀請講座的文章以及精心挑選的投稿論文,涵蓋蒙地卡羅和準蒙地卡羅方法的所有理論方面和應用。提供有關這些高度活躍領域最新發展的信息,本書是對於有興趣解決高維計算問題的理論家和實踐者的優秀參考資源,特別是在金融、統計和計算機圖形學中出現的問題。

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