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This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
Mathematics --- Physical Sciences & Mathematics --- Mathematics - General --- Monte Carlo method. --- Computer graphics. --- Computer science --- Mathematical statistics. --- Mathematics. --- Statistical inference --- Statistics, Mathematical --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Automatic drafting --- Graphic data processing --- Graphics, Computer --- Artificial sampling --- Model sampling --- Monte Carlo simulation --- Monte Carlo simulation method --- Stochastic sampling --- Statistical methods --- Computer mathematics. --- Statistics. --- Computational Mathematics and Numerical Analysis. --- Statistical Theory and Methods. --- Computer Graphics. --- Games of chance (Mathematics) --- Mathematical models --- Numerical analysis --- Numerical calculations --- Stochastic processes --- Statistics --- Probabilities --- Sampling (Statistics) --- Computer art --- Graphic arts --- Engineering graphics --- Image processing --- Digital techniques --- Statistics . --- Statistical analysis --- Statistical data --- Statistical science --- Econometrics --- Monte Carlo method
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