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This book presents the refereed proceedings of the Eleventh
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at the University of
Leuven (Belgium) in April 2014. These biennial conferences are
major events for Monte Carlo and quasi-Monte Carlo researchers. 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.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising, in particular, in
finance, statistics and computer graphics.
This book presents the refereed proceedings of the Eleventh
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at the University of
Leuven (Belgium) in April 2014. These biennial conferences are
major events for Monte Carlo and quasi-Monte Carlo researchers. 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.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising, in particular, in
finance, statistics and computer graphics.
The 1947 paper by John von Neumann and Herman Goldstine, "Numerical
Inverting of Matrices of High Order" (Bulletin of the AMS, Nov.
1947), is considered as the birth certificate of numerical
analysis. Since its publication, the evolution of this domain has
been enormous. This book is a unique collection of contributions by
researchers who have lived through this evolution, testifying about
their personal experiences and sketching the evolution of their
respective subdomains since the early years.
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