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Monte Carlo and Quasi-Monte Carlo Methods

Monte Carlo and Quasi-Monte Carlo Methods PDF Author: Alexander Keller
Publisher: Springer Nature
ISBN: 3030983196
Category : Mathematics
Languages : en
Pages : 315

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Book Description
This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in statistics, machine learning, finance, and computer graphics, offering information on the latest developments in Monte Carlo and quasi-Monte Carlo methods and their randomized versions.