MCQMC 2012

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Invited Plenary Speakers

Pierre Del Moral
INRIA & University of Bordeaux 1, France
Bayesian inference and nonlinear filtering, multiple targets tracking problems, rare event analysis, calibration and uncertainty propagations in numerical codes, particle absorption models, Monte Carlo methods, stochastic algorithms, branching processes and interacting particle systems (home page)

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Mike Giles
University of Oxford, UK
Computational finance, numerical analysis, multilevel Monte Carlo methods, high performance parallel computing on GPUs (home page)

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Fred J. Hickernell
Illinois Institute of Technology, USA
Computational complexity of numerical problems, experimental design, multivariate numerical approximation and integration, Monte Carlo and quasi-Monte Carlo methods (home page)

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Aicke Hinrichs
University of Jena, Germany
Monte Carlo methods, discrepancy theory, tractability of multivariate problems, operator theory, geometry of Banach spaces (home page)

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Michael Lacey
Georgia Institute of Technology, USA
Star discrepancy, small ball inequality, Littlewood-Paley inequality, bounded mean oscillation (home page)

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Kerrie Mengersen
Queensland University of Technology, Australia
Theory and methods of statistical modelling and analysis, Bayesian statistics, computational methods for statistics, statistics in environment, health, genetics, imaging, statistical consulting (home page)

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Andreas Neuenkirch
University of Kaiserslautern, Germany
Numerical methods for stochastic processes, Monte Carlo algorithms, complexity of continuous problems, stochastic analysis (home page)

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Art B. Owen
Stanford University, USA
Randomized quasi-Monte Carlo methods, empirical likelihood, quasi-Monte Carlo for Markov chain Monte Carlo methods, bioinformatics, transposable data, computer experiments (home page)

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Leszek Plaskota
University of Warsaw, Poland
Numerical analysis and computational complexity of continuous problems, information based complexity (home page)

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Eckhard Platen
University of Technology Sydney, Australia
Monte Carlo simulation, numerical methods for stochastic differential equations, quasi-Monte Carlo methods, variance reduction, quantitative methods in finance and insurance, financial market modelling, derivative pricing and dynamic risk analysis (home page)

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