报告人:何志坚 教授(华南理工大学)
时间:2025年11月12日 17:00-
腾讯会议ID:139 754 051
摘要:Quasi-Monte Carlo (QMC) has gained its success in many fields, including computational finance, uncertainty quantification. Although it has the potential to improve the convergence rate of plain Monte Carlo, the gain of QMC depends on the regularity of the underlying functions and the sampling proposals. The talk will introduce our recent progress on QMC and the related applications.
邀请人:刘朝林
欢迎广大师生积极参与!