Performance Analysis of Monte Carlo Methods

Nov 28 2012 - 21:33
Nov 30 2012 - 21:33

Institute for Computational and Experimental Research in Mathematics (ICERM), Providence, RI

Short description of the event: 

Monte Carlo methods have become increasingly important in Engineering and the Sciences. These application areas have posed challenges and opportunities in the analysis of modern Monte Carlo algorithms. The workshop's main focus is on: a) the mathematical techniques and aspects that have been key in the analysis of these algorithms, and b) the identification of techniques that are likely to play a role in future analysis.