# MCQMC 2012 Proceedings Preprints

This page contains the final manuscripts submitted by the corresponding authors which have been accepted for publication in

- Josef Dick, Frances Y. Kuo, Gareth W. Peters, and Ian H. Sloan (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, to appear, Springer-Verlag.

A preprint version of the entire MCQMC 2012 Proceedings is available here.

## Invited Articles

- Jan Baldeaux and Eckhard Platen, Computing Functionals of Square Root and Wishart Processes under the Benchmark Approach via Exact Simulation, 19 pages.
- Dmitriy Bilyk and Michael Lacey, The Supremum Norm of the Discrepancy Function: Recent Results and Connections, 15 pages.
- Pierre Del Moral, Gareth Peters, and Christelle Verge, An introduction to stochastic particle integration methods: with applications to risk and insurance, 40 pages.
- Michael B. Giles, Multilevel Monte Carlo methods, 20 pages.
- Fred J. Hickernell, Lan Jiang, Yuewei Liu, and Art Owen, Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling, 20 pages.
- Aicke Hinrichs, Discrepancy, Integration and Tractability, 43 pages.
- Leszek Plaskota, Noisy Information: Optimality, Complexity, Tractability, 35 pages.

## Tutorial

- Alexander Keller, Quasi-Monte Carlo Image Synthesis in a Nutshell, 36 pages.

## Contributed Articles

- Nico Achtsis, Ronald Cools, and Dirk Nuyens, Conditional sampling for barrier option pricing under the Heston model, 16 pages.
- Christoph Aistleitner and Markus Weimar, Probabilistic star discrepancy bounds for double infinite random matrices, 16 pages.
- Dmitriy Bilyk, The L2 discrepancy of irrational lattices, 7 pages.
- Thomas Daun and Stefan Heinrich, Complexity of Banach space valued and parametric integration, 19 pages.
- Rami El Haddad, Rana Fakhereddine, Christian Lecot, and Gopalakrishnan Venkiteswaran, Extended Latin hypercube sampling for integration and simulation, 13 pages.
- Gregory E. Fasshauer and Qi Ye, A Kernel-based Collocation Method for Elliptic Partial Differential Equations with Random Coefficients, 16 pages.
- Colin Fox, Polynomial accelerated MCMC, and other sampling algorithms inspired by computational optimization, 17 pages.
- Michael B. Giles and Lukasz Szpruch, Antithetic multilevel Monte Carlo estimation for multidimensional SDES, 16 pages.
- Francois Giraud and Pierre Del Moral, On the convergence of Quantum and Sequential Monte Carlo methods, 14 pages.
- Michael Gnewuch, Lower error bounds for multilevel and changing dimension algorithms, 16 pages.
- Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, and Yuki Otsuka, A non-empirical test on the second to the sixth least significant bits of pseudorandom number generators, 10 pages.
- Roswitha Hofer and Gottlieb Pirsic, A finite-row scrambling of Niederreiter sequences, 11 pages.
- Lutz Kämmerer, Reconstructing Multivariate Trigonometric Polynomials by Sampling along Generated Sets, 15 pages.
- Jonathan M. Keith and Christian M. Davey, Bayesian approaches to the design of Markov chain Monte Carlo samplers, 12 pages.
- Alexander Keller and Nikolaus Binder, Deterministic Consistent Density Estimation for Light Transport Simulation, 14 pages.
- Mihaly Kovacs, Stig Larsson, and Karsten Urban, On Wavelet-Galerkin Methods for Semilinear Parabolic Equations with Additive Noise, 18 pages.
- Peter Kritzer, Gunther Leobacher, and Friedrich Pillichshammer, Component-by-component construction of hybrid point sets based on Hammersley and lattice point sets, 15 pages.
- Quoc Thong Le Gia, A QMC-spectral method for elliptic PDEs with random coefficients on the unit sphere, 17 pages.
- Alexander Litvinenko, Hermann G. Matthies, and Tarek A. El-Moselhy Sampling and Low-Rank Tensor Approximation of the Response Surface, 16 pages.
- Ian C. Marschner, The Stochastic EM Algorithm for Censored Mixed Models, 14 pages.
- Makoto Matsumoto and Takehito Yoshiki, Existence of higher order convergent quasi-Monte Carlo rules via Walsh figure of merit, 10 pages.
- Werner Römisch, ANOVA decomposition of convex piecewise linear functions, 16 pages.
- Daniel Rudolf, Hit-and-run for numerical integration, 16 pages.
- Christoph Schwab, QMC Galerkin Discretization of Parametric Operator Equations, 16 pages.
- Vasile Sinescu, Frances Kuo, and Ian Sloan, On the choice of weights in a function space for quasi-Monte Carlo methods for a class of generalised response models in statistics, 15 pages.
- Jonas Sukys, Siddhartha Mishra, and Christoph Schwab, Multi-Level Monte Carlo Finite Difference and Finite Volume methods for stochastic linear hyperbolic systems, 16 pages.

## Comments

If you have any suggestions or comments for improvement, please contact Josef Dick.