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13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in Scientific Computing

July 1-6, 2018

Rennes, France

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The MCQMC Conference is a biennial meeting on Monte Carlo and quasi-Monte Carlo methods. It usually attracts 150 to 200 mathematicians, computer scientists, statisticians and researchers in related fields.

Topics

  • Monte Carlo, quasi-Monte Carlo, Markov chain Monte Carlo
  • Digital nets and lattice rules
  • Discrepancy theory
  • Complexity and tractability of multivariate problems
  • Multi-level Monte Carlo
  • Sequential Monte Carlo and particle methods
  • Rare event simulation
  • Randomized quasi-Monte Carlo
  • Variance reduction methods
  • MC/QMC methods in physics, chemistry, finance, computer graphics and other areas

With support from

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