[ Monday ] [ Tuesday ] [ Wednesday ] [ Thursday ] [ Friday ]
Time Thursday Morning, 30th Nov., 2000
  Plenary Session G WLB 203 Chair: S. Heinrich
09:00 Erich Novak - Quantum Complexity of Integration
09:55 Break
  Discrepancy and Design of Experiments WLB 203 Chair: K. T. Fang
10:25 C. X. Ma & K. T. Fang - Relationships Between Uniformity, Aberration and Correlation in Regular Fractions
10:55 M. Q. Liu - Using Discrepancy to Evaluate Fractional Factorial Designs
11:25 R. Mukerjee - Uniformity In Fractional Factorials
11:55 R. X. Yue - Efficiency of Quasi-Monte Carlo Methods for Choosing Nonparametric Bayesian Designs
  Technical Session 7 WLB 204 Chair: G. Wasilkowski
10:25 C. Lemieux & A. Owen - Estimating the Relative Importance of the ANOVA Components of a Function
10:45 T. Fujita, S. Ito & S. Ninomiya - Generalized Van der Corput Sequence and Its Application to Numerical Integration
11:05 P. Grabner - Energy Functionals and Numerical Integration
11:25 X. Wang & F. J. Hickernell - Improving Quasi-Monte Carlo Integration via Variance Reduction Techniques
11:45 X. L. Wang - Computation as Evolution
12:05 Y.W. Leung & Y.P. Wang - Multiobjective Programming Using Uniform Design and Genetic Algorithm
  Technical Session 8 NAB 209 Chair: M. Fushimi
10:25 H. Faure & S. Tezuka - A New Generation of Digital (0, s) - Sequences
10:45 G. Pirsic & H. Niederreiter - A Kronecker Product Construction for Digital Nets
11:05 I. Friedel & A. Keller - Fast Generation of Randomized Low Discrepancy Point Sets
11:25 G. Pirsic - A Software Implementation of the Niederreiter-Xing Sequences
11:45 J. Bierbrauer & W. C. Schmid - A Finite Gilbert-Varshamov Bound for Digital (t, m, s) - Nets
12:05 H. S. Hong - t Parameter Optimization for Imbedded Digital (t,m,s)-Nets by Using the Evolutionary Computation
12:25 Lunch (Renfrew Seafood Restaurant)
     
Time Thursday Afternoon, 30th Nov., 2000
  Tractability of Multivariate Integration WLB 203 Chair: H. Wozniakowski
14:00 H. Wozniakowski - Survey on Tractability of Integration
14:30 S. Heinrich - On the Power of Quantum Integration for Sobolev Classes
15:00 F. J. Hickernell - When Is O(N-2+e) Convergence Obtainable for Lattice Quadrature Rules
15:30 G. W. Wasilkowski - Average Case Complexity of Weighted Integration and Approximation for Functions over Unbounded Domains
  Contributed Talk
16:00 F. L. Huang - Improved Quadrature Error Bounds Using Function Values
  Technical Session 9 WLB 204 Chair: C. Lécot
14:00 N. A. Simonov - Monte Carlo Solutions to the Random Burgers Equation and the Correspondent Parabolic Problem
14:20 I. Tari - Determination of Assembly Averaged Homogeneous Neutron Cross-Sections for MITR-II
14:40 M. E. Khadiri & G. Rubino - A Time Reduction Technique for Network Reliability Analysis
15:00 G. Wei - QMC Approach for Neuronal Modelling
15:20 V. Antyufeev - Modeling of the radiation transport in an optically dense medium by the MC Method
15:40 A. Hasnaoui - Monte Carlo Study of the Five Frequencies Vacancy Mechanism
16:00 G. Malyshkin - Monte Carlo Simulation of Radiation Transport in Multicomponent Dispersion Media
  Technical Session 10 NAB 209 Chair: S. Ninomiya
14:00 H. Morohosi & M. Fushimi - An Application of QMC Method to Pricing American Options
14:20 J. A. Picazo - Pricing High Dimensional American-Style Options
14:40 L. O. Dahl - Valuation of Asian Basket Options by the use of QMC Methods
15:00 B. Tanyi, C. Glasgow & K. Tajima - A Computational Study on the use of Low-Discrepancy Sequences in VaR and ALM Cash Flow Simulations
15:20 V. O. Mezrin - Evaluation of Technical Trading Strategies Using MC and QMC Methods
15:40 Y. Su - Quasi-Monte Carlo Method in Estimation of Integral of Spatial Processes
16:00 J. Leydold - Variants of Transformed Density Rejection and Correlation Induction
16:20 Break
  Plenary Session H WLB 203 Chair: E. Novak
16:50 Christian Lécot - Quasirandom Walk Methods
17:45 End of Program
18:30 Pre-banquet Entertainment (Treasure Floating Restaurant)
19:00 Banquet