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ORCIDMCQMC 2020: Oxford, UK
- Alexander Keller:
Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2020, Oxford, United Kingdom, August 10-14. Springer Proceedings in Mathematics and Statistics 387, Springer 2022, ISBN 978-3-030-98318-5
Invited Talks and Tutorials
- Pierre L'Ecuyer, Florian Puchhammer:
Density Estimation by Monte Carlo and Quasi-Monte Carlo. 3-21 - Sou-Cheng T. Choi, Fred J. Hickernell
, Rathinavel Jagadeeswaran, Michael J. McCourt, Aleksei G. Sorokin:
Quasi-Monte Carlo Software. 23-47
Regular Talks
- Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer:
A Tool for Custom Construction of QMC and RQMC Point Sets. 51-70 - Art B. Owen:
On Dropping the First Sobol' Point. 71-86 - Christiane Lemieux, Jaspar Wiart:
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. 87-130 - Stefan Heinrich:
Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms. 131-147 - Nikolaus Binder, Sascha Fricke, Alexander Keller:
Massively Parallel Path Space Filtering. 149-168 - Max Hird, Samuel Livingstone, Giacomo Zanella:
A fresh Take on 'Barker Dynamics' for MCMC. 169-184 - Philippe Blondeel, Pieterjan Robbe, Stijn François, Geert Lombaert, Stefan Vandewalle:
On the Selection of Random Field Evaluation Points in the p-MLQMC Method. 185-203 - Shijing Si, Chris J. Oates, Andrew B. Duncan, Lawrence Carin, François-Xavier Briol:
Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization. 205-221 - Andrei S. Cozma, Christoph Reisinger:
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models. 223-240 - Mark Huber:
Generating From the Strauss Process Using Stitching. 241-251 - Robert Nasdala, Daniel Potts:
A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals. 253-271 - Marius Hofert, Avinash Prasad, Mu Zhu:
Applications of Multivariate Quasi-Random Sampling with Neural Networks. 273-289 - Alexander Keller, Matthijs Van Keirsbilck:
Artificial Neural Networks Generated by Low Discrepancy Sequences. 291-311
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