Part I Invited Articles.- Jan Baldeaux and Eckhard Platen: Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation.- Dmitriy Bilyk and Michael Lacey: The Supremum Norm of the Discrepancy Function: Recent Results and Connections.- Pierre Del Moral, Gareth W. Peters, and Christelle Vergé: An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance.- Michael B. Giles: Multilevel Monte Carlo Methods.- Fred J. Hickernell, Lan Jiang, Yuewei Liu, and Art B. Owen: Guaranteed Conservative Fixed Width Confidence Intervals Via Monte Carlo Sampling.- Aicke Hinrichs: Discrepancy, Integration and Tractability.- Leszek Plaskota: Noisy Information: Optimality, Complexity, Tractability.- Part II: Tutorial.- Alexander Keller: Quasi-Monte Carlo Image Synthesis in a Nutshell.- Part III Contributed Articles.- Nico Achtsis, Ronald Cools, and Dirk Nuyens: Model.- Christoph Aistleitner and Markus Weimar: Probabilistic Star Discrepancy Bounds for Double Infinite Random Matrices.- Dmitriy Bilyk: The L2 Discrepancy of Irrational Lattices.- Thomas Daun and Stefan Heinrich: Complexity of Banach Space Valued and Parametric Integration.- Gregory E. Fasshauer and Qi Ye: A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients.- Colin Fox: Polynomial Accelerated MCMC and Other Sampling Algorithms Inspired by Computational Optimization.- Michael B. Giles and Lukasz Szpruch: Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs.- François Giraud and Pierre Del Moral: On the Convergence of Quantum and Sequential Monte Carlo Methods.- Michael Gnewuch: Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms.- Rami El Haddad, Rana Fakhereddine, Christian Lécot, and Gopalakrishnan Venkiteswaran: Extended Latin Hypercube Sampling for Integration and Simulation.- Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, and Yuki Otsuka: A Non-Empirical Test on the Second to the Sixth Least Significant Bits of Pseudorandom Number Generators.- Roswitha Hofer and Gottlieb Pirsic: A Finite-Row Scrambling of Niederreiter Sequences.- Lutz Kämmerer: Reconstructing Multivariate Trigonometric Polynomials by Sampling Along Generated Sets.- Jonathan M. Keith and Christian M. Davey: Bayesian Approaches to the Design of Markov Chain Monte Carlo Samplers.- Alexander Keller and Nikolaus Binder: Deterministic Consistent Density Estimation for Light Transport Simulation.- Mihály Kovács, Stig Larsson, and Karsten Urban: On Wavelet-Galerkin Methods for Semilinear Parabolic Equations With Additive Noise.- Peter Kritzer, Gunther Leobacher, and Friedrich Pillichshammer: Component-by-Component Construction of Hybrid Point Sets Based on Hammersley and Lattice Point Sets.- Quoc Thong Le Gia: A QMC-Spectral Method for Elliptic PDEs With Random Coefficients on the Unit Sphere.- Alexander Litvinenko, Hermann G. Matthies, and Tarek A. El-Moselhy: Sampling and Low-Rank Tensor Approximation of the Response Surface.- Ian C. Marschner: The Stochastic EM Algorithm for Censored Mixed Models.- Makoto Matsumoto and Takehito Yoshiki: Existence of Higher Order Convergent Quasi-Monte Carlo Rules Via Walsh Figure of Merit.- Werner Römisch: ANOVA Decomposition of Convex Piecewise Linear Functions.- Daniel Rudolf: Hit-and-Run for Numerical Integration.- Christoph Schwab: QMC Galerkin Discretization of Parametric Operator Equations.- Vasile Sinescu, Frances Y. Kuo, and Ian H. Sloan: On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics.- Jonas sukys, Siddhartha Mishra, and Christoph Schwab: Multi-Level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems.- Conference Participants.- Index

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.