|
|
|
|
| LEADER |
04028nmm a2200361 u 4500 |
| 001 |
EB000664682 |
| 003 |
EBX01000000000000000517764 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
140122 ||| eng |
| 020 |
|
|
|a 9783642560460
|
| 100 |
1 |
|
|a Fang, Kai-Tai
|e [editor]
|
| 245 |
0 |
0 |
|a Monte Carlo and Quasi-Monte Carlo Methods 2000
|h Elektronische Ressource
|b Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000
|c edited by Kai-Tai Fang, Fred J. Hickernell, Harald Niederreiter
|
| 250 |
|
|
|a 1st ed. 2002
|
| 260 |
|
|
|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 2002, 2002
|
| 300 |
|
|
|a XXII, 548 p. 5 illus
|b online resource
|
| 505 |
0 |
|
|a Large Deviations in Rare Events Simulation: Examples, Counterexamples and Alternatives -- Some Applications of Quasi-Monte Carlo Methods in Statistics -- Some New Perspectives on the Method of Control Variates -- Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms -- Quasirandom Walk Methods -- Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators -- QMC Integration — Beating Intractability by Weighting the Coordinate Directions -- Quasi-Monte Carlo — Discrepancy between Theory and Practice -- Efficient Monte Carlo Simulation Methods in Statistical Physics -- An Historical Overview of Lattice Point Sets -- Multicanonical Monte Carlo Simulations -- Pricing American Derivatives using Simulation: A Biased Low Approach -- Fast Evaluation of the Asian Basket Option by Singular Value Decomposition -- Relationships Between Uniformity, Aberration and Correlation in Regular Fractions 3s-1 -- Uniformity in Fractional Factorials --
|
| 505 |
0 |
|
|a A Software Implementation of Niederreiter-Xing Sequences -- Average Case Complexity of Weighted Integration and Approximation over IRd with Isotropic Weight -- Using MCMC for Logistic Regression Model Selection Involving Large Number of Candidate Models -- Quasi-Monte Carlo Methods in Designs of Spatial Sampling Points -- Improving the Efficiency of the Two-stage Shrinkage Estimators Using Bootstrap Methods -- Tractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains -- D-optimal Designs Based on Elementary Intervals for b-adic Haar Wavelet Regression Models -- On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series
|
| 505 |
0 |
|
|a Another Random Scrambling of Digital (t, s)-Sequences -- Fast Generation of Randomized Low-Discrepancy Point Sets -- Obtaining O(N-2+?) Convergence for Lattice Quadrature Rules -- Efficient Bidirectional Path Tracing by Randomized Quasi-Monte Carlo Integration -- Residual Versus Error in Transport Problems -- Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2 -- Quasi-Regression and the Relative Importance of the ANOVA Components of a Function -- Variants of Transformed Density Rejection and Correlation Induction -- Using Discrepancy to Evaluate Fractional Factorial Designs -- A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues -- A Nonempirical Test on the Weight of Pseudorandom Number Generators -- A Kronecker Product Construction for Digital Nets -- Parallel Quasi-Monte Carlo Methods on a Heterogeneous Cluster -- American Option Pricing: A Classification-Monte Carlo (CMC) Approach --
|
| 653 |
|
|
|a Number theory
|
| 653 |
|
|
|a Statistics
|
| 653 |
|
|
|a Statistics and Computing/Statistics Programs
|
| 653 |
|
|
|a Number Theory
|
| 653 |
|
|
|a Computer mathematics
|
| 653 |
|
|
|a Computational Mathematics and Numerical Analysis
|
| 653 |
|
|
|a Probability Theory and Stochastic Processes
|
| 653 |
|
|
|a Probabilities
|
| 700 |
1 |
|
|a Hickernell, Fred J.
|e [editor]
|
| 700 |
1 |
|
|a Niederreiter, Harald
|e [editor]
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b SBA
|a Springer Book Archives -2004
|
| 856 |
4 |
0 |
|u https://doi.org/10.1007/978-3-642-56046-0?nosfx=y
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 512.7
|