
The MCQMC Conference is a biennial meeting devoted to the study of Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods, the relationships between the two classes of methods, and their effective application in different areas.
Topics
MC and QMC algorithms
Randomized QMC generation of pseudo
Random numbers
Random variates and random processes
Low-discrepancy point sets and sequences
Digital nets
Lattice rules
Variance reduction methods
Rare-event simulation
Optimization via MC/QMC
Tractability/complexity analysis of multivariate integration problems
MC/QMC methods for stochastic differential equations, partial differential equations
Markov chain Monte Carlo
Particle methods
MC/QMC methods in physics, chemistry, biology, economy, finance, statistics, management, medical science, computer graphics, etc.
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