Past Conferences

About MCMQC

The MCQMC conference series is a biennial meeting focused on Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in scientific computing. The conference attracts between 150 and 200 participants. Its aim is to provide a forum where leading researchers and users can exchange information on the latest theoretical developments and important applications of these methods. Recent conferences have attracted researchers in Markov chain Monte Carlo (MCMC). In a nutshell, MC methods study complex systems by simulations fed by computer-generated pseudorandom numbers. QMC methods replace these random numbers by more evenly distributed (carefully selected) numbers to improve their effectiveness. A large variety of special techniques are developed and used to make these methods more effective in terms of speed and accuracy. The conference focuses primarily on the mathematical study of these techniques, their implementation and adaptation for concrete applications, and their empirical assessment.

The conference was initiated by Harald Niederreiter, who co-chaired the first seven conferences. In 2006 Harald Niederreiter announced his wish to step down from the organizational role, and a Steering Committee was formed to ensure and oversee the continuation of the conference series.

MCQMC conferences

  1. Las Vegas, NV USA (1994)
  2. Salzburg, Austria (1996)
  3. Claremont, CA USA (1998)
  4. Hong Kong (2000)
  5. Singapore (2002)
  6. Juan-Les-Pins, France (2004)
  7. Ulm, Germany (2006)
  8. Montreal, Canada (2008)
  9. Warsaw, Poland (2010)
  10. Sydney, Australia (2012)
  11. KU Leuven, Belgium (2014)
  12. Stanford, CA USA (2016)
  13. Rennes, France (2018)

If you are interested in hosting a future MCQMC at your institution, such as MCQMC 2020, then please contact any member of the steering committee.

Resources for MC and QMC