內容註: |
Part I Invited Talks, H. Dong and M. K. Nakayama, A Tutorial on Quantile Estimation via Monte Carlo -- L. Herrmann and C. Schwab, Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction -- B. L. Nelson, Selecting the Best Simulated System: Thinking Differently About an Old Problem -- F. Pillichshammer, Discrepancy of Digital Sequences: New Results on a Classical QMC Topic -- Part II Regular Talks, L. Bian, T. Cui, G. Sofronov and J. Keith, Network Structure Change Point Detection by Posterior Predictive Discrepancy -- M. Billaud-Friess, A. Macherey, A. Nouy and C. Prieur, Stochastic Methods for Solving High-Dimensional Partial Differential Equations -- N. Binder and A. Keller, Massively Parallel Construction of Radix Tree Forests for the Efficient Sampling of Discrete or Piecewise Constant Probability Distributions -- Y. Ding, F. J. Hickernell, and L. A. J. Rugama, An Adaptive Algorithm Employing Continuous Linear Functionals -- A. Ebert, P. Kritzer and D. Nuyens, Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction -- R. El Haddad, J. El Maalouf, C. Lecot and P. L'Ecuyer, Sudoku Latin, Square Sampling for Markov Chain Simulation -- T. Hartung, K. Jansen, H. Leovey, and J. Volmer, Avoiding the Sign Problem in Lattice Field Theory -- R. Hofer, On Hybrid Point Sets Stemming from Halton-Type Hammersley Point Sets and Polynomial Lattice Point Sets -- M. Huber, Robust Estimation of the Mean with Bounded Relative Standard Deviation -- H. Hult, P. Nyquist and C. Ringqvist, Infinite Swapping Algorithm for Training Restricted Boltzmann Machines -- I. Iscoe and A. Kreinin, Sensitivity Ranks by Monte Carlo -- R. Kritzinger and F. Pillichshammer, Lower Bounds on the Lp Discrepancy of Digital NUT Sequences -- H. Leovey and W. Romisch, Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization -- A. F. Lopez-Lopera, F. Bachoc, N. Durrande, J. Rohmer, D. Idier and O. Roustant, Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC -- E. Lovbak, G. Samaey and S. Vandewalle, A Multilevel Monte Carlo Asymptotic-Preserving Particle Method for Kinetic Equations in the Diffusion Limit -- D. Mandel and G. Okten, Randomized Global Sensitivity Analysis and Model Robustness -- A. Petersson, Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method -- A. Stein and A. Barth, A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients -- T. A. Stepanyuk, Estimates For Logarithmic and Riesz Energies Of Spherical t-Designs -- Y. Suzuki and D. Nuyens, Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schr¨odinger Equation -- C. von Hallern and A. Roßler, An Analysis of the Milstein Scheme for SPDEs without a Commutative Noise Condition -- Fei Xie, M. B. Giles, and Zhijian He, QMC Sampling from Empirical Datasets. |