Author: Eric Veach
Publisher:
ISBN:
Category : Computer algorithms
Languages : en
Pages : 444
Book Description
Robust Monte Carlo Methods for Light Transport Simulation
Author: Eric Veach
Publisher:
ISBN:
Category : Computer algorithms
Languages : en
Pages : 444
Book Description
Publisher:
ISBN:
Category : Computer algorithms
Languages : en
Pages : 444
Book Description
Monte Carlo and Quasi-Monte Carlo Methods
Author: Ronald Cools
Publisher: Springer
ISBN: 3319335073
Category : Mathematics
Languages : en
Pages : 624
Book Description
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Publisher: Springer
ISBN: 3319335073
Category : Mathematics
Languages : en
Pages : 624
Book Description
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Monte Carlo and Quasi-Monte Carlo Methods 2012
Author: Josef Dick
Publisher: Springer Science & Business Media
ISBN: 3642410952
Category : Mathematics
Languages : en
Pages : 680
Book Description
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
Publisher: Springer Science & Business Media
ISBN: 3642410952
Category : Mathematics
Languages : en
Pages : 680
Book Description
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
Monte Carlo and Quasi-Monte Carlo Methods
Author: Art B. Owen
Publisher: Springer
ISBN: 3319914367
Category : Computers
Languages : en
Pages : 476
Book Description
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. 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 very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
Publisher: Springer
ISBN: 3319914367
Category : Computers
Languages : en
Pages : 476
Book Description
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. 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 very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
Monte Carlo and Quasi-Monte Carlo Methods 2006
Author: Alexander Keller
Publisher: Springer Science & Business Media
ISBN: 3540744967
Category : Mathematics
Languages : en
Pages : 684
Book Description
This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.
Publisher: Springer Science & Business Media
ISBN: 3540744967
Category : Mathematics
Languages : en
Pages : 684
Book Description
This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.
Monte Carlo and Quasi-Monte Carlo Methods 2000
Author: Kai-Tai Fang
Publisher: Springer Science & Business Media
ISBN: 3642560466
Category : Mathematics
Languages : en
Pages : 570
Book Description
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.
Publisher: Springer Science & Business Media
ISBN: 3642560466
Category : Mathematics
Languages : en
Pages : 570
Book Description
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.
Monte Carlo and Quasi-Monte Carlo Methods 2010
Author: Leszek Plaskota
Publisher: Springer Science & Business Media
ISBN: 3642274404
Category : Mathematics
Languages : en
Pages : 721
Book Description
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Publisher: Springer Science & Business Media
ISBN: 3642274404
Category : Mathematics
Languages : en
Pages : 721
Book Description
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Monte Carlo and Quasi-Monte Carlo Sampling
Author: Christiane Lemieux
Publisher: Springer Science & Business Media
ISBN: 038778165X
Category : Mathematics
Languages : en
Pages : 373
Book Description
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.
Publisher: Springer Science & Business Media
ISBN: 038778165X
Category : Mathematics
Languages : en
Pages : 373
Book Description
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.
Monte Carlo and Quasi-Monte Carlo Methods 2004
Author: Harald Niederreiter
Publisher: Springer Science & Business Media
ISBN: 3540311866
Category : Mathematics
Languages : en
Pages : 506
Book Description
This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Publisher: Springer Science & Business Media
ISBN: 3540311866
Category : Mathematics
Languages : en
Pages : 506
Book Description
This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Computational Imaging for Scene Understanding
Author: Takuya Funatomi
Publisher: John Wiley & Sons
ISBN: 139428442X
Category : Computers
Languages : en
Pages : 356
Book Description
Most cameras are inherently designed to mimic what is seen by the human eye: they have three channels of RGB and can achieve up to around 30 frames per second (FPS). However, some cameras are designed to capture other modalities: some may have the ability to capture spectra from near UV to near IR rather than RGB, polarimetry, different times of light travel, etc. Such modalities are as yet unknown, but they can also collect robust data of the scene they are capturing. This book will focus on the emerging computer vision techniques known as computational imaging. These include capturing, processing and analyzing such modalities for various applications of scene understanding.
Publisher: John Wiley & Sons
ISBN: 139428442X
Category : Computers
Languages : en
Pages : 356
Book Description
Most cameras are inherently designed to mimic what is seen by the human eye: they have three channels of RGB and can achieve up to around 30 frames per second (FPS). However, some cameras are designed to capture other modalities: some may have the ability to capture spectra from near UV to near IR rather than RGB, polarimetry, different times of light travel, etc. Such modalities are as yet unknown, but they can also collect robust data of the scene they are capturing. This book will focus on the emerging computer vision techniques known as computational imaging. These include capturing, processing and analyzing such modalities for various applications of scene understanding.