Fred J. Hickernell, chair and professor of applied mathematics, gave a plenary lecture at the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, February 13-17 in Sydney, Australia. In his lecture, “Monte Carlo Algorithms Where the Integrand Size Is Unknown,” Hickernell described a theory to justify practical Monte Carlo algorithms that estimate the sample size needed to attain a prescribed accuracy. In addition, Hickernell chaired an open forum at the conference on “Opportunities and Challenges for Massively parallel Monte Carlo.”
Hickernell Gives Plenary Lecture at International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
February 21, 2012Posted in: University News