Time |
Wednesday, 29th Nov., 2000 |
|
Plenary Session F WLB 203 |
Chair: M. Avellaneda |
09:00 |
Søren Asmussen - Rare Events Simulations in the Presence of Boundaries |
09:55 |
Peter W. Glynn - Monte Carlo Computation in the Presence of Constraints |
10:50 |
Poster Session + Break |
|
T. Antipova & M. Antipov - Expert System of Pseudo-Random Generators and Statistical Distributions |
|
K. A. Gargar - Real Congruential Pseudorandom Number Generators |
|
B. Tanyi, C. Glasgow & K. Tajima - Efficient Valuation of Multi-Dimensional American-Style Securities Using Monte-Carlo Simulation |
|
H. J. Cho, Y. J. Jou, F. Y. Lai & H. M. Lu - Traffic Flow Simulation with Parallel Monte Carlo Method |
|
V. Lesnykh - Monte Carlo Methods for Loss Compensation Modelling |
|
X. C. Li & Q. Li - Using Monte Carlo Simulation to Test the Reliability of Systems |
|
R. Mallier - Using MC Methods to Evaluate Sub-Optimal Exercise Policies for American Options |
|
T. Popescu - Peformance Evaluation of Some Change Detection Methods by Monte-Carlo Simulations |
|
A. Rasulov & G. Raimova - Solution of Neyman's Problem for Nonlinear Equation by Monte Carlo Method |
|
B. Shabankhani & F. Salme - A Regression Model for Neonate Weight |
|
J. X. Tao - Research on Some Questions about Selection of Independent Vaiables |
|
M. H. Wang & J. X. Tao - Defective Unit Control Chart with Variable Sampling Intervals |
|
R. Wu & G. Wang - Notes on Risk Process with Return on Investment |
|
L. G. Xue - Report on Bootstrap Approximation of the Wavelet Estimates in Semiparametric Regression Model |
|
Y. S. Yang & K. Zhang - Analysis of Agricultural Performance of China by Nonparametric Statistical Approach |
|
Y. S. Zhang - Uniformity Equivalence Principle and Construction of Uniform Designs |
|
Special Invited Talk WLB 203 |
Chair: H. Niederreiter |
11:50 |
Yuan Wang - Remarks on Lattice Points Method |
|
Technical Session 4 WLB 203
|
Chair: G. Pirsic |
12:20 |
G. Golub - Monte Carlo Methods for Estimating Matrix Functions |
12:40 |
M. N. Wong - Application of Low Discrepancy Sampling on a Finite Grid Domain {0,1}s
|
|
Technical Session 5 WLB 204
|
Chair: L. Liao |
12:20 |
F. Nieto, A. A. Terasenko & C. Uebing - Diffusion of Adsorbates on Single Crystal Surfaces: Finite-Size Scaling and the Thermodynamic Limit |
12:40 |
Y. H. Hu, Y. Pan & H. Zhu - A MC Simulation Method of Electron Scattering and Characteristic X-ray Emission in a Multi-Component Film on a Substrate |
|
Technical Session 6 NAB 209
|
Chair: S. Asmussen |
12:20 |
G. Li - A Simulation-Based Nonparametric Likelihood Ratio Goodness-of-Fit Test for Survival Data |
12:40 |
M. G. Gu & F. H. Kong - A Generalized Markov Chain MC Stochastic Approximation Algorithm for Statistical Computing |
13:00 |
Lunch (Renfrew Seafood Restaurant) |
14:00 |
End of Program |
14:00 |
Hong Kong Island Tour & Harbour Cruise |