NCTS Short Course on High-Dimensional Integration: the Quasi-Monte Carlo Way
Time:
November 10 - 11, 2016
Room:
R202,
Astronomy-Mathematics Building, NTU
Organizers:
Frances Y. Kuo
( University of New South Wales)
Weichung Wang
( National Taiwan University)
High dimensional problems are coming to play an ever more important role in applications. They pose immense challenges for practical computation, because of a nearly inevitable tendency for the cost of computation to increase exponentially with dimension. Effective and efficient methods that do not suffer from this "curse of dimensionality'' are in great demand. Quasi-Monte Carlo (QMC) methods can lift this curse and we will show you how.
