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|a 10.1007/978-3-642-56046-0
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|a Monte Carlo and Quasi-Monte Carlo Methods 2000
|h [electronic resource] :
|b Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000 /
|c edited by Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter.
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| 250 |
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|a 1st ed. 2002.
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| 264 |
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1 |
|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2002.
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| 300 |
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|a XXII, 548 p. 5 illus.
|b online resource.
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|a 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.
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| 590 |
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|a Loaded electronically.
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| 590 |
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|a Electronic access restricted to members of the Holy Cross Community.
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| 650 |
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0 |
|a Number theory.
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| 650 |
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0 |
|a Probabilities.
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| 650 |
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0 |
|a Computer mathematics.
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| 650 |
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0 |
|a Statistics .
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| 690 |
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|a Electronic resources (E-books)
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| 700 |
1 |
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|a Fang, Kai-Tai.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Hickernell, Fred J.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
|
|a Niederreiter, Harald.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 830 |
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|a Springer eBook Collection.
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