Travel support for MCQMC July 2008, Montreal, Canada
Travel support for MCQMC July 2008, Montreal, Canada
批准号:
0805890
负责人:
Art Owen
金额:
$0.0万
依托单位:
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2008
资助国家:
美国
项目状态:
已结题
起止时间:
2008-07-01 至 2010-06-30
中文摘要
该项目资助美国研究人员参加2008年7月在加拿大蒙特利尔举行的第八届蒙特卡洛和准蒙特卡洛方法国际会议的旅费。会议将讨论伪随机数生成的先进方法,低差异点集的构建,算法的复杂性。将有关于准蒙特卡罗抽样在统计学,金融和计算机图形学中的作用的辅导课程。讲座将涵盖这些主题和其他在物理科学。蒙特卡罗(MC)方法是一种基于计算机的模拟使用随机数发生器。这个名字是由20世纪40年代的原子研究人员命名的,他们将他们的模拟方法比作在赌场中记分以了解一些赔率。蒙特卡罗方法被用于科学和工程的每一个分支,因为它们允许使用蛮力计算机处理太复杂而无法用数学解决的问题。准蒙特卡罗(QMC)方法取代模拟随机数的战略选择。通过减少偶然性,可以大大提高准确性。MC和QMC方法广泛应用于计算机图形学中以制作动画电影和其他图像,应用于计算金融学中以控制风险,应用于统计推断中以将真实的发现与偶然波动分开,以及应用于许多其他领域。大部分顶级QMC工作是在欧洲、亚洲、加拿大和澳大利亚完成的。这次会议将汇集来自世界各地的领先研究人员分享成果。该项目将支持美国研究人员参加知识交流的差旅费。其中两名研究人员是美国专家,他们正在进行重要的演讲。大部分资金是留给美国年轻的数学科学研究人员,包括博士生,博士后和初级教授。
英文摘要
This project funds the travel expenses of US based researchers to the eighth International conference on Monte Carlo and quasi-Monte Carlo methods, to be held in Montreal Canada in July 2008. The meeting will consider advance methods for psuedo-random number generation, construction of low discrepancy point sets, complexity of algorithms.There will be tutorial sessions on the role of quasi-Monte Carlo sampling in statistics, finance, and computer graphics. The talks will cover these topics and others in the physical sciences.The Monte Carlo (MC) method is a computer based simulation using random number generators. The name was given by atomic researchers in the 1940s who likened their simulation methods to keeping score in a casino in order to learn some odds. Monte Carlo methods are used in every branch of science and engineering because they allow brute force computer power to be used on problems that are too complicated to solve mathematically. Quasi-Monte Carlo (QMC) methods replace simulated random numbers by strategically chosen ones. By leaving less to chance, large improvements in accuracy are possible. MC and QMC methods are widely applied in computer graphics to make animated movies and other images, in computational finance to control risks, in statistical inference to separate real findings from chance fluctuations, and in many other areas. Much of the top QMC work is done in Europe, Asia, Canada and Australia. This conference will bring together leading researchers from around the world to share results. This project will support travel expenses of US based researchers to participate in this exchange of knowledge. Two of the researchers are US experts giving major talks. The majority of the funds is reserved for young US researchers in the mathematical sciences, including PhD students, postdocs, and junior professors.
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Randomized quasi-Monte Carlo sampling for scientific computing
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批准号:2152780
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项目类别:Standard Grant
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资助金额:$20.0万
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财政年份:2022
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负责人:Art Owen
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依托单位:
BIGDATA: F: Computationally Efficient Algorithms for Large-Scale Crossed Random Effects Models
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批准号:1837931
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资助金额:$80.0万
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财政年份:2018
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负责人:Art Owen
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依托单位:
Non-uniform sampling of permutations and large scale hypothesis testing
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批准号:1521145
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项目类别:Continuing Grant
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资助金额:$39.97万
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财政年份:2015
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负责人:Art Owen
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依托单位:
Monte Carlo and Quasi-Monte Carlo Methods for Statistics
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批准号:1407397
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项目类别:Continuing Grant
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资助金额:$22.5万
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财政年份:2014
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负责人:Art Owen
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依托单位:
MCQMC 2014 Travel Support
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批准号:1357690
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项目类别:Standard Grant
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资助金额:$1.5万
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财政年份:2014
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负责人:Art Owen
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依托单位:
MCQMC 2012
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批准号:1135257
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项目类别:Standard Grant
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资助金额:$2.0万
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财政年份:2011
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负责人:Art Owen
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依托单位:
Monte Carlo and Quasi-Monte Carlo Methods for Statistics
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批准号:0906056
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项目类别:Continuing Grant
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资助金额:$65.98万
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财政年份:2009
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负责人:Art Owen
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依托单位:
Monte Carlo and Quasi-Monte Carlo Methods for Statistics
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批准号:0604939
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项目类别:Continuing Grant
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资助金额:$0.0万
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财政年份:2006
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负责人:Art Owen
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依托单位:
Statistical Integration and Approximation
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批准号:0306612
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项目类别:Continuing Grant
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资助金额:$44.33万
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财政年份:2003
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负责人:Art Owen
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依托单位:
Statistical Numerics
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批准号:0072445
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项目类别:Continuing Grant
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资助金额:$21.0万
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财政年份:2000
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负责人:Art Owen
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依托单位:
Statistical Integration and Approximation
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批准号:9704495
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项目类别:Continuing Grant
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资助金额:$18.0万
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财政年份:1997
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负责人:Art Owen
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依托单位:
Mathematical Sciences Computing Research Environments
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批准号:9508275
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项目类别:Standard Grant
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资助金额:$4.95万
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财政年份:1995
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负责人:Art Owen
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依托单位:
Mathematical Sciences: Investigations Into Computationally Intensive Statistical Methods
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批准号:9404594
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项目类别:Standard Grant
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资助金额:$6.0万
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财政年份:1994
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负责人:Art Owen
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依托单位:
U.S. - Australian Cooperative Research: Computer Intensive Statistics
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批准号:8913333
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项目类别:Standard Grant
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资助金额:$1.58万
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财政年份:1991
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负责人:Art Owen
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依托单位:
Mathematical Sciences: Sampling Theory for Computer Experiments
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批准号:9011074
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项目类别:Continuing Grant
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资助金额:$8.93万
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财政年份:1990
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负责人:Art Owen
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依托单位:
国内基金
海外基金
两性离子载体(zwitterionic support)作为可溶性支载体在液相有机合成中的应用
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批准号:21002080
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项目类别:青年科学基金项目
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资助金额:19.0万元
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批准年份:2010
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负责人:霍聪德
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依托单位:
微生物发酵过程的自组织建模与优化控制
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批准号:60704036
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项目类别:青年科学基金项目
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资助金额:21.0万元
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批准年份:2007
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负责人:高学金
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依托单位:
基于Support Vector Machines(SVMs)算法的智能型期权定价模型的研究
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批准号:70501008
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项目类别:青年科学基金项目
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资助金额:17.0万元
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批准年份:2005
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负责人:曹丽娟
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依托单位: