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) |
|
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|
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 |