Monte Carlo and Quasi-Monte Carlo Methods MCQMC 2018, Rennes, France

This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial c

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Bruno Tuffin Pierre L’Ecuyer   Editors

Monte Carlo and Quasi-Monte Carlo Methods MCQMC 2018, Rennes, France, July 1–6

Springer Proceedings in Mathematics & Statistics Volume 324

Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.

More information about this series at http://www.springer.com/series/10533

Bruno Tuffin Pierre L’Ecuyer •

Editors

Monte Carlo and Quasi-Monte Carlo Methods MCQMC 2018, Rennes, France, July 1–6

123

Editors Bruno Tuffin INRIA Rennes Bretagne-Atlantique Campus Universtaire de Beaulieu Rennes, France

Pierre L’Ecuyer Département d’informatique et de Recherche Opérationnelle (DIRO) Université de Montréal Montreal, QC, Canada

ISSN 2194-1009 ISSN 2194-1017 (electronic) Springer Proceedings in Mathematics & Statistics ISBN 978-3-030-43464-9 ISBN 978-3-030-43465-6 (eBook) https://doi.org/10.1007/978-3-030-43465-6 Mathematics Subject Classification (2010): 65C05, 62D05, 62E10, 65B99, 62-06, 65Cxx, 62Pxx, 62Lxx © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland

Preface

This volume represents the refereed proceedings