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Sequential Monte Carlo Methods for Tracking and Inference in Intelligent Transportation Systems
Presenter
- Lyudmila Mihaylova
October 12, 2015
IPAM
Data assimilation and Monte-Carlo methods for weather prediction
Presenter
- Chris Snyder
June 25, 2015
IMA
Using Monte-Carlo simulations to understand collective behavior in complex biological systems
Presenter
- Marcio Duarte Albasini Mourao
March 19, 2015
MBI
Constructing quasi-Monte Carlo methods for high dimensional integrals over the Euclidean space and applications
Presenter
- Frances Kuo
September 19, 2014
ICERM
Optimal quasi-Monte Carlo rules on higher order digital nets for numerical integration of multivariate periodic functions
Presenter
- Aicke Hinrichs
September 17, 2014
ICERM
Multilevel Monte Carlo methods for discontinuous payoffs in the Heston model
Presenter
- Andreas Neuenkirch
September 16, 2014
ICERM
An Efficient Discrete Velocity Method for the Boltzmann Equation
Presenter
- Philip Varghese
June 7, 2013
ICERM
