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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

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Cover of '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'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Large Deviations in Rare Events Simulation: Examples, Counterexamples and Alternatives
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    Chapter 2 Some Applications of Quasi-Monte Carlo Methods in Statistics
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    Chapter 3 Some New Perspectives on the Method of Control Variates
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    Chapter 4 Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms
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    Chapter 5 Quasirandom Walk Methods
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    Chapter 6 Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators
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    Chapter 7 QMC Integration — Beating Intractability by Weighting the Coordinate Directions
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    Chapter 8 Quasi-Monte Carlo — Discrepancy between Theory and Practice
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    Chapter 9 Efficient Monte Carlo Simulation Methods in Statistical Physics
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    Chapter 10 An Historical Overview of Lattice Point Sets
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    Chapter 11 Multicanonical Monte Carlo Simulations
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    Chapter 12 Pricing American Derivatives using Simulation: A Biased Low Approach
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    Chapter 13 Fast Evaluation of the Asian Basket Option by Singular Value Decomposition
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    Chapter 14 Relationships Between Uniformity, Aberration and Correlation in Regular Fractions 3 s-1
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    Chapter 15 Uniformity in Fractional Factorials
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    Chapter 16 Another Random Scrambling of Digital ( t , s )-Sequences
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    Chapter 17 Fast Generation of Randomized Low-Discrepancy Point Sets
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    Chapter 18 Obtaining O( N - 2+∈ ) Convergence for Lattice Quadrature Rules
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    Chapter 19 Efficient Bidirectional Path Tracing by Randomized Quasi-Monte Carlo Integration
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    Chapter 20 Residual Versus Error in Transport Problems
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    Chapter 21 Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2
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    Chapter 22 Quasi-Regression and the Relative Importance of the ANOVA Components of a Function
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    Chapter 23 Variants of Transformed Density Rejection and Correlation Induction
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    Chapter 24 Using Discrepancy to Evaluate Fractional Factorial Designs
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    Chapter 25 A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues
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    Chapter 26 A Nonempirical Test on the Weight of Pseudorandom Number Generators
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    Chapter 27 A Kronecker Product Construction for Digital Nets
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    Chapter 28 Parallel Quasi-Monte Carlo Methods on a Heterogeneous Cluster
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    Chapter 29 American Option Pricing: A Classification — Monte Carlo (CMC) Approach
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    Chapter 30 A Software Implementation of Niederreiter-Xing Sequences
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    Chapter 31 Average Case Complexity of Weighted Integration and Approximation over IR d with Isotropic Weight
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    Chapter 32 Using MCMC for Logistic Regression Model Selection Involving Large Number of Candidate Models
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    Chapter 33 Quasi-Monte Carlo Methods in Designs of Spatial Sampling Points
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    Chapter 34 Improving the Efficiency of the Two-stage Shrinkage Estimators Using Bootstrap Methods
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    Chapter 35 Tractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains
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    Chapter 36 D -optimal Designs Based on Elementary Intervals for b-adic Haar Wavelet Regression Models
  38. Altmetric Badge
    Chapter 37 On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series
Overall attention for this book and its chapters
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Title
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
Published by
Springer Berlin Heidelberg, June 2011
DOI 10.1007/978-3-642-56046-0
ISBNs
978-3-54-042718-6, 978-3-64-256046-0
Editors

Fang, Kaitai, Hickernell, Fred J., Niederreiter, Harald

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 111 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Colombia 1 <1%
Germany 1 <1%
France 1 <1%
Sweden 1 <1%
United Kingdom 1 <1%
Canada 1 <1%
Korea, Republic of 1 <1%
Unknown 104 94%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 41 37%
Student > Master 24 22%
Researcher 13 12%
Student > Doctoral Student 6 5%
Professor 5 5%
Other 20 18%
Unknown 2 2%
Readers by discipline Count As %
Engineering 34 31%
Mathematics 25 23%
Computer Science 11 10%
Economics, Econometrics and Finance 7 6%
Physics and Astronomy 7 6%
Other 22 20%
Unknown 5 5%