Videos

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Quantum Monte Carlo vs Tunneling in Adiabatic Optimization Thumbnail

Quantum Monte Carlo vs Tunneling in Adiabatic Optimization

Presenter
  • Aram Harrow
December 6, 2016
IPAM

Variational Hamiltonian Monte Carlo

Presenter
  • Babak Shababa
July 21, 2016
ICERM
Multi-index Monte Carlo and Multi-index Stochastic Collocation Thumbnail

Multi-index Monte Carlo and Multi-index Stochastic Collocation

Presenter
  • Raul Tempone
January 21, 2016
IPAM
Sequential Monte Carlo Methods for Tracking and Inference in Intelligent Transportation Systems Thumbnail

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 Thumbnail

Data assimilation and Monte-Carlo methods for weather prediction

Presenter
  • Chris Snyder
June 25, 2015
IMA
Markov Chain Monte Carlo Methods Thumbnail

Markov Chain Monte Carlo Methods

Presenters
  • Youssef Marzouk
  • Luis Tenorio
June 22, 2015
IMA

Using Monte-Carlo simulations to understand collective behavior in complex biological systems

Presenter
  • Marcio Duarte Albasini Mourao
March 19, 2015
MBI

Quasi-random numbers for copula models

Presenter
  • Christiane Lemieux
October 28, 2014
ICERM

A Quasi-Monte Carlo overview

Presenter
  • Ian H. Sloan
September 30, 2014
ICERM

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