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Monte Carlo and Quasi-Monte Carlo Methods 2012

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Cover of 'Monte Carlo and Quasi-Monte Carlo Methods 2012'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation
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    Chapter 2 The Supremum Norm of the Discrepancy Function: Recent Results and Connections
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    Chapter 3 Monte Carlo and Quasi-Monte Carlo Methods 2012
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    Chapter 4 Multilevel Monte Carlo Methods
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    Chapter 5 Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling
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    Chapter 6 Discrepancy, Integration and Tractability
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    Chapter 7 Noisy Information: Optimality, Complexity, Tractability
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    Chapter 8 Quasi-Monte Carlo Image Synthesis in a Nutshell
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    Chapter 9 Conditional Sampling for Barrier Option Pricing Under the Heston Model
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    Chapter 10 Probabilistic Star Discrepancy Bounds for Double Infinite Random Matrices
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    Chapter 11 The L 2 Discrepancy of Irrational Lattices
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    Chapter 12 Complexity of Banach Space Valued and Parametric Integration
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    Chapter 13 Extended Latin Hypercube Sampling for Integration and Simulation
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    Chapter 14 A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients
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    Chapter 15 Polynomial Accelerated MCMC and Other Sampling Algorithms Inspired by Computational Optimization
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    Chapter 16 Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
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    Chapter 17 Monte Carlo and Quasi-Monte Carlo Methods 2012
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    Chapter 18 Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms
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    Chapter 19 A Non-empirical Test on the Second to the Sixth Least Significant Bits of Pseudorandom Number Generators
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    Chapter 20 Monte Carlo and Quasi-Monte Carlo Methods 2012
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    Chapter 21 Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets
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    Chapter 22 Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers
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    Chapter 23 Deterministic Consistent Density Estimation for Light Transport Simulation
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    Chapter 24 On Wavelet-Galerkin Methods for Semilinear Parabolic Equations with Additive Noise
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    Chapter 25 Monte Carlo and Quasi-Monte Carlo Methods 2012
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    Chapter 26 A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere
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    Chapter 27 Sampling and Low-Rank Tensor Approximation of the Response Surface
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    Chapter 28 The Stochastic EM Algorithm for Censored Mixed Models
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    Chapter 29 Existence of Higher Order Convergent Quasi-Monte Carlo Rules via Walsh Figure of Merit
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    Chapter 30 ANOVA Decomposition of Convex Piecewise Linear Functions
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    Chapter 31 Hit-and-Run for Numerical Integration
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    Chapter 32 QMC Galerkin Discretization of Parametric Operator Equations
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    Chapter 33 Monte Carlo and Quasi-Monte Carlo Methods 2012
  35. Altmetric Badge
    Chapter 34 Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems
Overall attention for this book and its chapters
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Citations

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Title
Monte Carlo and Quasi-Monte Carlo Methods 2012
Published by
Springer Proceedings in Mathematics & Statistics, January 2013
DOI 10.1007/978-3-642-41095-6
ISBNs
978-3-64-241094-9, 978-3-64-241095-6
Authors

Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan

Editors

Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan

X Demographics

X Demographics

The data shown below were collected from the profile of 1 X user who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 45 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Switzerland 1 2%
Unknown 44 98%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 11 24%
Researcher 10 22%
Student > Master 6 13%
Professor 5 11%
Lecturer 3 7%
Other 5 11%
Unknown 5 11%
Readers by discipline Count As %
Engineering 12 27%
Mathematics 8 18%
Agricultural and Biological Sciences 4 9%
Physics and Astronomy 3 7%
Computer Science 2 4%
Other 9 20%
Unknown 7 16%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 19 June 2019.
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#17,732,227
of 25,992,468 outputs
Outputs from Springer Proceedings in Mathematics & Statistics
#1
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#197,128
of 292,437 outputs
Outputs of similar age from Springer Proceedings in Mathematics & Statistics
#1
of 1 outputs
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