Videos

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Quasi-random numbers for copula models

Presenter
  • Christiane Lemieux
October 28, 2014
ICERM

Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model

Presenter
  • Andreas Neuenkirch
September 16, 2014
ICERM

Stochastic Exploration of Real Varieties

Presenter
  • David Kahle
November 12, 2018
ICERM

High-dimensional node generation with variable density

Presenter
  • Oleksandr Vlasiuk
March 14, 2018
ICERM

Bayesian Probabilistic Numerical Methods (Part II)

Presenter
  • Jon Cockayne
June 7, 2017
ICERM

Simple ergodic variants of the Hamiltonian Monte Carlo method

Presenter
  • Jesus Sanz-Serna
July 22, 2016
ICERM

Variational Hamiltonian Monte Carlo

Presenter
  • Babak Shababa
July 21, 2016
ICERM