Monte Carlo and quasi-Monte Carlo methods 2012

Part I Invited Articles.- Jan Baldeaux and Eckhard Platen: Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation.- Dmitriy Bilyk and Michael Lacey: The Supremum Norm of the Discrepancy Function: Recent Results and Connections.- Pierre Del Moral, Gareth W. Peters, and Christelle Verge: An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance.- Michael B. Giles: Multilevel Monte Carlo Methods.- Fred J. Hickernell, Lan Jiang, Yuewei Liu, and Art B. Owen: Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling.- Aicke Hinrichs: Discrepancy, Integration and Tractability.- Leszek Plaskota: Noisy Information: Optimality, Complexity, Tractability.- Part II: Tutorial.- Alexander Keller: Quasi-Monte Carlo Image Synthesis in a Nutshell.- Part III Contributed Articles.- Nico Achtsis, Ronald Cools, and Dirk Nuyens: Model.- Christoph Aistleitner and Markus Weimar: Probabilistic Star Discrepancy Bounds for Double Infinite Random Matrices.- Dmitriy Bilyk: The L2 Discrepancy of Irrational Lattices.- Thomas Daun and Stefan Heinrich: Complexity of Banach Space Valued and Parametric Integration.- Gregory E. Fasshauer and Qi Ye: A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients.- Colin Fox: Polynomial Accelerated MCMC and Other Sampling Algorithms Inspired by Computational Optimization.- Michael B. Giles and Lukasz Szpruch: Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs.- Francois Giraud and Pierre Del Moral: On the Convergence of Quantum and Sequential Monte Carlo Methods.- Michael Gnewuch: Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms.- Rami El Haddad, Rana Fakhereddine, Christian Lecot, and Gopalakrishnan Venkiteswaran: Extended Latin Hypercube Sampling for Integration and Simulation.- Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, and Yuki Otsuka: A Non-Empirical Test on the Second to the Sixth Least Significant Bits of Pseudorandom Number Generators.- Roswitha Hofer and Gottlieb Pirsic: A Finite-Row Scrambling of Niederreiter Sequences.- Lutz Kammerer: Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets.- Jonathan M. Keith and Christian M. Davey: Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers.- Alexander Keller and Nikolaus Binder: Deterministic Consistent Density Estimation for Light Transport Simulation.- Mihaly Kovacs, Stig Larsson, and Karsten Urban: On Wavelet-Galerkin Methods for Semilinear Parabolic Equations With Additive Noise.- Peter Kritzer, Gunther Leobacher, and Friedrich Pillichshammer: Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets.- Quoc Thong Le Gia: A QMC-Spectral Method for Elliptic PDEs With Random Coefficients on the Unit Sphere.- Alexander Litvinenko, Hermann G. Matthies, and Tarek A. El-Moselhy: Sampling and Low-Rank Tensor Approximation of the Response Surface.- Ian C. Marschner: The Stochastic EM Algorithm for Censored Mixed Models.- Makoto Matsumoto and Takehito Yoshiki: Existence of Higher Order Convergent Quasi-Monte Carlo Rules Via Walsh Figure of Merit.- Werner Romisch: ANOVA Decomposition of Convex Piecewise Linear Functions.- Daniel Rudolf: Hit-and-Run for Numerical Integration.- Christoph Schwab: QMC Galerkin Discretization of Parametric Operator Equations.- Vasile Sinescu, Frances Y. Kuo, and Ian H. Sloan: On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics.- Jonas Sukys, Siddhartha Mishra, and Christoph Schwab: Multi-Level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems.- Conference Participants.- Index