This is the proceedings of the "8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity ...
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This is the proceedings of the "8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures. The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels: 1st IMACS Seminar, 1997, Brussels, Belgium 2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA 6th IMACS Seminar, 2007, Reading, UK 7th IMACS Seminar, 2009, Brussels, Belgium 8th IMACS Seminar, 2011, Borovets, Bulgaria
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