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 / edited by Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter.

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Fang, Kai-Tai (Editor), Hickernell, Fred J. (Editor), Niederreiter, Harald (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2002.
Edition:	1st ed. 2002.
Series:	Springer eBook Collection.
Subjects:	Number theory. Probabilities. Computer mathematics. Statistics . Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

Table of Contents:

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.

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 / edited by Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter.

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