Monte Carlo and Quasi-Monte Carlo Methods 2012

Table of Contents

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   Book Overview
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   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
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    Chapter 34 Multi-level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems