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Quasi-Monte Carlo & High-Dimensional Sampling Methods for Applied Mathematics (QMC)

This second workshop in the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics focusses on Monte Carlo sampling methods –an important class of computational algorithms for estimating high dimensional distributions. Monte Carlo sampling is widely used in physics, chemistry, mathematics and statistics, and is most useful when other methods fail due to the high dimensionality of the problem. This SAMSI workshop brings together experts from applied mathematics, statistics and machine learning for the purpose of exchanging ideas and advancing the broad area of sampling algorithms. It is part of SAMSI's year-long program on QMS and climate modeling. The Statistical and Applied Mathematical Sciences Institute is an NSF-supported cross-disciplinary organization.
When 11 December 2017 12:50 PM to
15 December 2017 12:50 PM
Where Durham NC USA
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