Background

The MCQMC Conference is a biennial meeting devoted to the study of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods, the relationships between the two classes of methods, and their effective application in different areas. The conference attracts between 150 and 200 participants. Its aim is to provide a forum where leading researchers and users can exchange information on the latest theoretical developments and important applications of these methods. In a nutshell, MC methods study complex systems by simulations fed by computer-generated pseudorandom numbers. QMC methods replace these random numbers by more evenly distributed (carefully selected) numbers to improve their effectiveness. A large variety of special techniques are developed and used to make these methods more effective in terms of speed and accuracy. The conference focuses primarily on the mathematical study of these techniques, their implementation and adaptation for concrete applications, and their empirical assessment.

The conference was initiated by Harald Niederreiter, who co-chaired the first seven conferences in

1. Las Vegas, USA (1994) 2. Salzburg, Austria (1996) 3. Claremont, USA (1998) 4. Hong Kong (2000) 5. Singapore (2002) 6. Juan-Les-Pins, France (2004) 7. Ulm, Germany (2006)

In 2006 Harald Niederreiter announced his wish to step down from the organizational role, and a Steering Committee was formed to ensure and oversee the continuation of the conference series. Two further successful conferences were held in

8. Montreal, Canada (2008) 9. Warsaw, Poland (2010)

Topics

MC and QMC methods
Random and pseudorandom numbers
Random processes
Low-discrepancy points and sequences
Digital nets and lattice rules
MC and QMC in finance
Variance reduction methods
Rare-event simulation
Complexity and tractability of multivariate problems
Markov Chain Monte Carlo
Particle methods
Applications of MC and QMC methods

Format

Five days of conference with 10 invited one-hour plenary talks, and several 30-minute talks organized in sessions of 3 or 4 talks, including some special thematic sessions, with at most three parallel sessions at a time.

Proceedings

There is a long standing tradition that a selection of strictly refereed papers are published after the conference as a Springer-Verlag book.