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Monte Carlo and Quasi-Monte Carlo Methods

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

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes
  3. Altmetric Badge
    Chapter 2 Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo
  4. Altmetric Badge
    Chapter 3 Vandermonde Nets and Vandermonde Sequences
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    Chapter 4 Path Space Markov Chain Monte Carlo Methods in Computer Graphics
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    Chapter 5 Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC
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    Chapter 6 Some Results on the Complexity of Numerical Integration
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    Chapter 7 Approximate Bayesian Computation: A Survey on Recent Results
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    Chapter 8 Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations
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    Chapter 9 Unbiased Simulation of Distributions with Explicitly Known Integral Transforms
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    Chapter 10 Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting
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    Chapter 11 Comparison Between LS -Sequences and $$\beta $$ β -Adic van der Corput Sequences
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    Chapter 12 Computational Higher Order Quasi-Monte Carlo Integration
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    Chapter 13 Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning
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    Chapter 14 Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations
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    Chapter 15 On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
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    Chapter 16 The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets
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    Chapter 17 Uncertainty and Robustness in Weather Derivative Models
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    Chapter 18 Reliable Adaptive Cubature Using Digital Sequences
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    Chapter 19 Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
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    Chapter 20 Adaptive Multidimensional Integration Based on Rank-1 Lattices
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    Chapter 21 Path Space Filtering
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    Chapter 22 Tractability of Multivariate Integration in Hybrid Function Spaces
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    Chapter 23 Derivative-based global sensitivity measures and their link with Sobol sensitivity indices
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    Chapter 24 Bernstein Numbers and Lower Bounds for the Monte Carlo Error
  26. Altmetric Badge
    Chapter 25 A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
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    Chapter 26 A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation
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    Chapter 27 A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
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    Chapter 28 Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve
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    Chapter 29 Uniform Weak Tractability of Weighted Integration
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    Chapter 30 Incremental Greedy Algorithm and Its Applications in Numerical Integration
  32. Altmetric Badge
    Chapter 31 On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K.K. Frolov
  33. Altmetric Badge
    Chapter 32 Tractability of Function Approximation with Product Kernels
  34. Altmetric Badge
    Chapter 33 Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs
Attention for Chapter 25: A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
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Chapter title
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
Chapter number 25
Book title
Monte Carlo and Quasi-Monte Carlo Methods
Published in
arXiv, January 2016
DOI 10.1007/978-3-319-33507-0_25
Book ISBNs
978-3-31-933505-6, 978-3-31-933507-0
Authors

Annika Lang, Lang, Annika

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 5 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 5 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 2 40%
Professor 1 20%
Professor > Associate Professor 1 20%
Unknown 1 20%
Readers by discipline Count As %
Mathematics 2 40%
Unknown 3 60%
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 01 September 2015.
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#20,290,425
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#670,823
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#330,582
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